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À propos de : Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: Uniform estimates in a compact soft case        

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  • Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: Uniform estimates in a compact soft case
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  • We establish the convergences (with respect to the simulation time t; the number of particles N; the timestep γ) of a Moran/Fleming-Viot type particle scheme toward the quasi-stationary distribution of a diffusion on the d-dimensional torus, killed at a smooth rate. In these conditions, quantitative bounds are obtained that, for each parameter ( t → ∞, N → ∞ or γ → 0) are independent from the two others.
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  • ps190081
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  • © The authors. Published by EDP Sciences, SMAI 2022
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  • The authors. Published by EDP Sciences, SMAI
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