Sur quelques algorithmes récursifs pour les probabilités numériques
ESAIM: Probability and Statistics (2001)
- Volume: 5, page 141-170
- ISSN: 1292-8100
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topPagès, Gilles. "Sur quelques algorithmes récursifs pour les probabilités numériques." ESAIM: Probability and Statistics 5 (2001): 141-170. <http://eudml.org/doc/104270>.
@article{Pagès2001,
author = {Pagès, Gilles},
journal = {ESAIM: Probability and Statistics},
keywords = {ergodicity; stability; Markov process; diffusion; stochastic algorithm; ODE method; Euler scheme; empirical measure},
language = {fre},
pages = {141-170},
publisher = {EDP-Sciences},
title = {Sur quelques algorithmes récursifs pour les probabilités numériques},
url = {http://eudml.org/doc/104270},
volume = {5},
year = {2001},
}
TY - JOUR
AU - Pagès, Gilles
TI - Sur quelques algorithmes récursifs pour les probabilités numériques
JO - ESAIM: Probability and Statistics
PY - 2001
PB - EDP-Sciences
VL - 5
SP - 141
EP - 170
LA - fre
KW - ergodicity; stability; Markov process; diffusion; stochastic algorithm; ODE method; Euler scheme; empirical measure
UR - http://eudml.org/doc/104270
ER -
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