Pagès, Gilles; Panloup, Fabien - In: Stochastic Processes and their Applications 124 (2014) 1, pp. 522-565
In some recent papers, some procedures based on some weighted empirical measures related to decreasing-step Euler schemes have been investigated to approximate the stationary regime of a diffusion (possibly with jumps) for a class of functionals of the process. This method is efficient but needs...