Invariant density estimation for a reflected diffusion using an Euler scheme

نویسندگان

Patrick Cattiaux

José R. León

Clémentine Prieur

چکیده

We 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 Bossy, Gobet and Talay (2004).

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