The Brownian Fan (Q2935412)

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The Brownian Fan
scientific article

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    title
    The Brownian Fan (English)
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    DOI
    10.1002/cpa.21544
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    author
    Jonathan Weare
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    Martin Hairer
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    publication date
    29 December 2014
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    Mathematics Subject Classification ID
    60J25
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    60J70
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    65M75
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    65C35
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    zbMATH DE Number
    6382616
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    zbMATH Keywords
    modified diffusion Monte Carlo
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    Feynman-Kac formula
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    rare event simulation
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    continuous time filtering
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    Wikidata QID
    Q56894178
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    OpenAlex ID
    W1984720857
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    arXiv ID
    1404.2928
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