Invariant Density Estimation for Multidimensional Diffusions

2007 ◽  
pp. 39-50
Author(s):  
Annamaria Bianchi
Keyword(s):  
Density Estimation ◽  
Invariant Density ◽  
Multidimensional Diffusions

scholarly journals Invariant density estimation for a reflected diffusion using an Euler scheme

2017 ◽  
Vol 23 (2) ◽  
Author(s):  
Patrick Cattiaux ◽  
José R. León ◽  
Clémentine Prieur
Keyword(s):  
Density Estimation ◽  
Error Bound ◽  
Kernel Estimator ◽  
Euler Scheme ◽  
Compact Domain ◽  
Invariant Density ◽  
Reflected Diffusion

AbstractWe give an explicit error bound between the invariant density of an elliptic reflected diffusion in a smooth compact domain and the kernel estimator built on the symmetric Euler scheme introduced in [

Invariant density estimation

1976 ◽  
Vol 81 (4) ◽  
pp. 315-324 ◽  
Author(s):  
Wolfgang Wertz
Keyword(s):  
Density Estimation ◽  
Invariant Density
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