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All issues ESAIM: PS, 5 (2001) 141-170 Article references

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Cited article:

Approximation for the invariant measure with applications for jump processes (convergence in total variation distance)

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Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion

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Recursive computation of invariant distributions of Feller processes

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Recursive computation of the invariant distributions of Feller processes: Revisited examples and new applications

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Maximum likelihood estimation for Wishart processes

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Stochastic Processes and their Applications 126 (11) 3243 (2016)
https://doi.org/10.1016/j.spa.2016.04.026

The small noise limit of order-based diffusion processes

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Dispersion and Collapse in Stochastic Velocity Fields on a Cylinder

Antonio Celani, Sylvain Rubenthaler and Dario Vincenzi
Journal of Statistical Physics 138 (4-5) 579 (2010)
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Convergence of Numerical Time-Averaging and Stationary Measures via Poisson Equations

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SIAM Journal on Numerical Analysis 48 (2) 552 (2010)
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Approximation of the distribution of a stationary Markov process with application to option pricing

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Bernoulli 15 (1) (2009)
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Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process

Fabien Panloup
The Annals of Applied Probability 18 (2) (2008)
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Behavior of the Euler scheme with decreasing step in a degenerate situation

Vincent Lemaire
ESAIM: Probability and Statistics 11 236 (2007)
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Theoretical and numerical comparison of some sampling methods for molecular dynamics

Eric Cancès, Frédéric Legoll and Gabriel Stoltz
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On long time behavior of some coagulation processes

Nicolas Fournier, Bernard Roynette and Etienne Tanré
Stochastic Processes and their Applications 110 (1) 1 (2004)
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RECURSIVE COMPUTATION OF THE INVARIANT DISTRIBUTION OF A DIFFUSION: THE CASE OF A WEAKLY MEAN REVERTING DRIFT

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https://doi.org/10.1142/S0219493703000838

Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise

J.C. Mattingly, A.M. Stuart and D.J. Higham
Stochastic Processes and their Applications 101 (2) 185 (2002)
https://doi.org/10.1016/S0304-4149(02)00150-3