Markov chain Monte Carlo for exact inference for diffusions (Q4923056)
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scientific article; zbMATH DE number 6170818
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| default for all languages | No label defined |
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| English | Markov chain Monte Carlo for exact inference for diffusions |
scientific article; zbMATH DE number 6170818 |
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Markov Chain Monte Carlo for Exact Inference for Diffusions (English)
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5 June 2013
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exact inference
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exact simulation
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Markov chain Monte Carlo
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stochastic differential equation
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transition density
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0.823723554611206
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0.823723554611206
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0.8055664896965027
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0.7982232570648193
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