An approximation scheme for quasi-stationary distributions of killed diffusions
Under a Creative Commons license
open access
MSC
primary
60B12
60J60
37C50
secondary
65C05
Keywords
Asymptotic pseudo-trajectory
Killed diffusion
Quasi-stationary distribution
Quasi-stationary Monte Carlo method
Stochastic approximation
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© 2019 The Authors. Published by Elsevier B.V.