Some new simulations schemes for the evaluation of Feynman–Kac representations (Q3516794)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some new simulations schemes for the evaluation of Feynman–Kac representations |
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Some new simulations schemes for the evaluation of Feynman–Kac representations (English)
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11 August 2008
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Feynman-Kac formula
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simulation schemes
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quantization
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Poisson equation
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sequential Monte Carlo algorithms
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stochastic spectral formulation
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numerical examples
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