Simulation of conditioned diffusion and application to parameter estimation (Q855929)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Simulation of conditioned diffusion and application to parameter estimation |
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
