Sequential Control Variates for Functionals of Markov Processes (Q5700316): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
(One intermediate revision by one other user not shown) | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1137/040609124 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2011852521 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 02:59, 20 March 2024
scientific article; zbMATH DE number 2220049
Language | Label | Description | Also known as |
---|---|---|---|
English | Sequential Control Variates for Functionals of Markov Processes |
scientific article; zbMATH DE number 2220049 |
Statements
Sequential Control Variates for Functionals of Markov Processes (English)
0 references
28 October 2005
0 references
sequential Monte Carlo method
0 references
Feynman-Kac formula
0 references
variance reduction
0 references
linear Markov processes
0 references
diffusion processes
0 references
numerical examples
0 references