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

Hansen, Niels Richard. / Geometric ergodicity of discrete time approximations to multivariate diffusions. I: Bernoulli. 2003 ; Bind 9, Nr. 4. s. 725-743.

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