Correction to "Wasserstein distance estimates for the distributions of numerical approximations to ergodic stochastic differential equations".
Daniel PaulinPeter A. WhalleyPublished in: CoRR (2024)
Keyphrases
- stochastic differential equations
- maximum a posteriori estimation
- brownian motion
- gaussian distribution
- kullback leibler divergence
- fractional brownian motion
- markov chain
- confidence intervals
- probability distribution
- distance measure
- additive gaussian noise
- stochastic processes
- differential equations
- long range
- transition probabilities
- stochastic process