Markov Chain Monte Carlo for Exact Inference for Diffusions (Q4923056)
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: Markov Chain Monte Carlo for Exact Inference for Diffusions |
scientific article; zbMATH DE number 6170818
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov Chain Monte Carlo for Exact Inference for Diffusions |
scientific article; zbMATH DE number 6170818 |
Statements
Markov Chain Monte Carlo for Exact Inference for Diffusions (English)
0 references
5 June 2013
0 references
exact inference
0 references
exact simulation
0 references
Markov chain Monte Carlo
0 references
stochastic differential equation
0 references
transition density
0 references
