Variance reduction for discretised diffusions via regression (2015)
Attributed to:
Unbiased Inference for Complex Models
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1510.03141
Publication URI: http://arxiv.org/abs/1510.03141
Type: Journal Article/Review
Parent Publication: arXiv e-prints