Continious-time Importance Sampling: Monte Carlo Methods which Avoid Time-discretisation Error (2017)

First Author: Fearnhead Paul
Attributed to:  Inference for Diffusions and Related Processes funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1712.06201

Publication URI: https://arxiv.org/abs/1712.06201

Type: Journal Article/Review

Parent Publication: arXiv e-prints