Sampling from mixture distributions based on regime-switching diffusions (Q6972311)
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scientific article; zbMATH DE number 8052180
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| English | Sampling from mixture distributions based on regime-switching diffusions |
scientific article; zbMATH DE number 8052180 |
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Sampling from mixture distributions based on regime-switching diffusions (English)
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12 June 2025
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stochastic differential equations with switching
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hybrid switching diffusions
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finite mixture distributions
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ergodic limits
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sampling
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weak numerical schemes
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