Random iterative models, 1997. ,
DOI : 10.1007/978-3-662-12880-0
Martingale limit theory and its application, 1980. ,
Principal internal resonances in 3-dof systems subjected to wide-band random excitation, J. Sound Vibration, vol.131, issue.2, pp.305-321, 1989. ,
Strong convergence of an adaptive euler-maruyama scheme for stochastic differential equations i, 2003. ,
Recursive computation of the invariant distribution of a diffusion, Bernoulli, vol.8, pp.367-405, 2002. ,
URL : https://hal.archives-ouvertes.fr/hal-00104799
RECURSIVE COMPUTATION OF THE INVARIANT DISTRIBUTION OF A DIFFUSION: THE CASE OF A WEAKLY MEAN REVERTING DRIFT, Stochastics and Dynamics, vol.03, issue.04, pp.435-451, 2003. ,
DOI : 10.1142/S0219493703000838
URL : https://hal.archives-ouvertes.fr/hal-00104799
Strong convergence of an adaptive eulermaruyama scheme for stochastic differential equations ii, 2004. ,
Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise, Stochastic Processes and their Apllications, pp.185-232, 2002. ,
DOI : 10.1016/S0304-4149(02)00150-3
The Fokker-Planck equation for stochastic dynamical systems and its explicit steady state solutions, of Series on advances in mathematics for applied sciences. World Scientific, 1995. ,
DOI : 10.1142/2347
URL : https://hal.archives-ouvertes.fr/hal-00770411
Almost sure convergence, 1974. ,
Second-order discretization schemes of stochastic differential systems for the computation of the invariant law, Stochastics and Stochastic Reports, vol.20, issue.1, pp.13-36, 1990. ,
DOI : 10.1080/17442509008833606
URL : https://hal.archives-ouvertes.fr/inria-00075799
Stochastic hamiltonian systems: Exponential convergence to the invariant measure, and discretization by the implicit euler scheme. Markov Processes and Related Fields, pp.163-198, 2002. ,