Simulation of conditioned diffusion and application to parameter estimation (Q855929)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of conditioned diffusion and application to parameter estimation |
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Simulation of conditioned diffusion and application to parameter estimation (English)
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7 December 2006
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Simulation algorithms for the distribution of certain diffusions conditioned on the future; the Duffing-Van der Pol oscillator is given as application.
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Monte Carlo Markov Chain
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