Unbiased simulation of stochastic differential equations using parametrix expansions (Q527478): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+J60
@@ Property / Mathematics Subject Classification ID: 60J60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H35
@@ Property / Mathematics Subject Classification ID: 60H35 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C05
@@ Property / Mathematics Subject Classification ID: 65C05 / rank @@
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@@ Property / zbMATH DE Number @@
+6714326
@@ Property / zbMATH DE Number: 6714326 / rank @@
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@@ Property / zbMATH Keywords @@
+importance sampling
@@ Property / zbMATH Keywords: importance sampling / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Monte Carlo method
@@ Property / zbMATH Keywords: Monte Carlo method / rank @@
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@@ Property / zbMATH Keywords @@
+multidimensional diffusion
@@ Property / zbMATH Keywords: multidimensional diffusion / rank @@
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@@ Property / zbMATH Keywords @@
+parametrix
@@ Property / zbMATH Keywords: parametrix / rank @@
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+MaRDI publication profile
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+https://doi.org/10.3150/16-bej803
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+W2566192370
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+Publication:527478