Simulation of Multivariate Diffusion Bridges (Q5378357)
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scientific article; zbMATH DE number 7065226
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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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0.9136196
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0.90376824
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0.8999471
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0.89558434
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0.87400216
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0.87173134
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0.87064004
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