Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions (Q1769777): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 07:32, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions |
scientific article |
Statements
Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions (English)
0 references
30 March 2005
0 references
forward and reverse diffusion
0 references
Monte Carlo simulation
0 references
statistical estimation
0 references
transition density
0 references
kernel estimators
0 references
