Improved bridge constructs for stochastic differential equations (Q1703803): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q59614161, #quickstatements; #temporary_batch_1711055989931 |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1509.09120 / rank | |||
Normal rank |
Revision as of 21:13, 18 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Improved bridge constructs for stochastic differential equations |
scientific article |
Statements
Improved bridge constructs for stochastic differential equations (English)
0 references
7 March 2018
0 references
stochastic differential equation
0 references
multivariate diffusion bridge
0 references
guided proposal
0 references
Markov chain Monte Carlo
0 references
linear noise approximation
0 references