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Research reports by Alexander Yu. Veretennikov

Here are the reports authored by Alexander Yu. Veretennikov. See the reports of all authors.

Helsinki University of Technology Institute of Mathematics Reports C

C17

Alexander Yu. Veretennikov

On approximations of diffusions with equilibrium   [pdf][ps] abstract: [pdf][ps]

Received 2004-10-19 * stochastic differential equations, diffusions, discretisation, euler scheme, ergodicity * AMS 60-01, 60H10, 60J05, 60F10, 60H35, 60J05 * 28 pages