Geometric ergodicity of discrete time approximations to multivariate diffusions
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Standard
Geometric ergodicity of discrete time approximations to multivariate diffusions. / Hansen, Niels Richard.
I: Bernoulli, Bind 9, Nr. 4, 2003, s. 725-743.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Hansen, NR 2003, 'Geometric ergodicity of discrete time approximations to multivariate diffusions', Bernoulli, bind 9, nr. 4, s. 725-743.
APA
Hansen, N. R. (2003). Geometric ergodicity of discrete time approximations to multivariate diffusions. Bernoulli, 9(4), 725-743.
Vancouver
Hansen NR. Geometric ergodicity of discrete time approximations to multivariate diffusions. Bernoulli. 2003;9(4):725-743.
Author
Bibtex
@article{84b78a2074c211dbbee902004c4f4f50,
title = "Geometric ergodicity of discrete time approximations to multivariate diffusions",
author = "Hansen, {Niels Richard}",
year = "2003",
language = "English",
volume = "9",
pages = "725--743",
journal = "Bernoulli",
issn = "1350-7265",
publisher = "International Statistical Institute",
number = "4",
}
RIS
TY - JOUR
T1 - Geometric ergodicity of discrete time approximations to multivariate diffusions
AU - Hansen, Niels Richard
PY - 2003
Y1 - 2003
M3 - Journal article
VL - 9
SP - 725
EP - 743
JO - Bernoulli
JF - Bernoulli
SN - 1350-7265
IS - 4
ER -
ID: 76930