Improved bridge constructs for stochastic differential equations (Q1703803)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Improved bridge constructs for stochastic differential equations
scientific article

    Statements

    Improved bridge constructs for stochastic differential equations (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    7 March 2018
    0 references
    stochastic differential equation
    0 references
    multivariate diffusion bridge
    0 references
    guided proposal
    0 references
    Markov chain Monte Carlo
    0 references
    linear noise approximation
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references