Approximation of the invariant distribution for a class of ergodic SDEs with one-sided Lipschitz continuous drift coefficient using an explicit tamed Euler scheme.
Charles-Edouard BréhierPublished in: CoRR (2020)
Keyphrases
- polynomial time approximation
- approximation schemes
- mild assumptions
- stationary distribution
- laplace transform
- input pattern
- multiscale
- class labels
- gaussian distribution
- queueing networks
- class membership
- continuous functions
- randomized approximation
- error accumulation
- markov process
- gaussian model
- spatial distribution
- differential equations
- markov chain
- motion estimation
- probability distribution
- training set