An approximation scheme for quasi-stationary distributions of killed diffusions

Andi Wang, Gareth O. Roberts, David Steinsaltz

Research output: Contribution to journal › Article (Academic Journal) › peer-review

9 Citations (Scopus)

Original language	English
Pages (from-to)	3193-3219
Journal	Stochastic Processes and their Applications
Volume	130
Issue number	5
Early online date	23 Sept 2019
DOIs	https://doi.org/10.1016/J.SPA.2019.09.010
Publication status	Published - 27 Mar 2020

Access to Document

@article{76d9d9724a824887809ede1e6a70ff4d,

title = "An approximation scheme for quasi-stationary distributions of killed diffusions",

author = "Andi Wang and Roberts, \{Gareth O.\} and David Steinsaltz",

year = "2020",

month = mar,

day = "27",

doi = "10.1016/J.SPA.2019.09.010",

language = "English",

volume = "130",

pages = "3193--3219",

journal = "Stochastic Processes and their Applications",

issn = "0304-4149",

publisher = "Elsevier B.V.",

number = "5",

}

TY - JOUR

T1 - An approximation scheme for quasi-stationary distributions of killed diffusions

AU - Wang, Andi

AU - Roberts, Gareth O.

AU - Steinsaltz, David

PY - 2020/3/27

Y1 - 2020/3/27

U2 - 10.1016/J.SPA.2019.09.010

DO - 10.1016/J.SPA.2019.09.010

M3 - Article (Academic Journal)

SN - 0304-4149

VL - 130

SP - 3193

EP - 3219

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

IS - 5

ER -