Asymptotics of an efficient Monte Carlo estimation for the transition density of diffusion processes (Q2475266): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of an efficient Monte Carlo estimation for the transition density of diffusion processes |
scientific article |
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Asymptotics of an efficient Monte Carlo estimation for the transition density of diffusion processes (English)
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11 March 2008
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diffusion process
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transition density
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Monte Carlo
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