Sequential Monte Carlo methods for diffusion processes (Q4931056): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Estimation of the coefficients of a diffusion from discrete observations / rank | |||
Normal rank |
Latest revision as of 07:27, 3 July 2024
scientific article; zbMATH DE number 5795020
Language | Label | Description | Also known as |
---|---|---|---|
English | Sequential Monte Carlo methods for diffusion processes |
scientific article; zbMATH DE number 5795020 |
Statements
Sequential Monte Carlo methods for diffusion processes (English)
0 references
2 October 2010
0 references
diffusions
0 references
sequential Monte Carlo
0 references
exact simulation
0 references
stochastic control
0 references