Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial Simulation (Q5860260)

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scientific article; zbMATH DE number 7430492
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Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial Simulation
scientific article; zbMATH DE number 7430492

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    Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial Simulation (English)
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    19 November 2021
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    Brownian bridge
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    Gaussian processes for machine learning regression
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    path-dependent Gaussian processes
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    vectorial simulation
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