Simulation of conditioned diffusion and application to parameter estimation (Q855929)
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scientific article; zbMATH DE number 5078290
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| English | Simulation of conditioned diffusion and application to parameter estimation |
scientific article; zbMATH DE number 5078290 |
Statements
Simulation of conditioned diffusion and application to parameter estimation (English)
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7 December 2006
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Simulation algorithms for the distribution of certain diffusions conditioned on the future; the Duffing-Van der Pol oscillator is given as application.
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Monte Carlo Markov Chain
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0.7800681591033936
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0.7771740555763245
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0.7754175066947937
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0.7729046940803528
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