Simulation of Multivariate Diffusion Bridges (Q5378357)
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scientific article; zbMATH DE number 7065226
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of Multivariate Diffusion Bridges |
scientific article; zbMATH DE number 7065226 |
Statements
Simulation of Multivariate Diffusion Bridges (English)
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12 June 2019
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Bayesian inference
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coupling
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discretely sampled diffusions
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likelihood inference
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stochastic differential equation
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time reversal
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