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"Stationary Density Estimation of Itô Diffusions Using Deep Learning."

Yiqi Gu et al. (2023)

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DOI: 10.1137/21M1445363

access: closed

type: Journal Article

metadata version: 2024-02-05

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  - https://dblp.org/rec/journals/siamnum/GuHLY23
Yiqi Gu, John Harlim, Senwei Liang, Haizhao Yang:
Stationary Density Estimation of Itô Diffusions Using Deep Learning. SIAM J. Numer. Anal. 61(1): 45-82 (2023)

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