Simulation of conditioned diffusion and application to parameter estimation (Q855929): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.spa.2006.04.004 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.SPA.2006.04.004 / rank | |||
Normal rank | |||
Latest revision as of 05:42, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of conditioned diffusion and application to parameter estimation |
scientific article |
Statements
Simulation of conditioned diffusion and application to parameter estimation (English)
0 references
7 December 2006
0 references
Simulation algorithms for the distribution of certain diffusions conditioned on the future; the Duffing-Van der Pol oscillator is given as application.
0 references
Monte Carlo Markov Chain
0 references
