Unbiased simulation of stochastic differential equations using parametrix expansions (Q527478): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60J60 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H35 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 65C05 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6714326 / rank | |||
Normal rank | |||
| 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 | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
multidimensional diffusion | |||
| Property / zbMATH Keywords: multidimensional diffusion / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
parametrix | |||
| Property / zbMATH Keywords: parametrix / rank | |||
Normal rank | |||
Revision as of 07:00, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unbiased simulation of stochastic differential equations using parametrix expansions |
scientific article |
Statements
Unbiased simulation of stochastic differential equations using parametrix expansions (English)
0 references
11 May 2017
0 references
importance sampling
0 references
Monte Carlo method
0 references
multidimensional diffusion
0 references
parametrix
0 references
