Hybrid Monte Carlo on Hilbert spaces
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Publication:719371
DOI10.1016/j.spa.2011.06.003zbMath1235.60091OpenAlexW2138565515MaRDI QIDQ719371
Jesús María Sanz-Serna, Alexandros Beskos, Andrew M. Stuart, Frank J. Pinski
Publication date: 10 October 2011
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: http://wrap.warwick.ac.uk/38357/1/WRAP_Stuart_Hybrid.pdf
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Probability theory on linear topological spaces (60B11)
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