Improved bridge constructs for stochastic differential equations (Q1703803): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 04:24, 5 March 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