MCMC METHODS FOR DIFFUSION BRIDGES (2011)
Attributed to:
Langevin Algorithms : Questions at the Numerical Analysis / Applied Probability Interface
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1142/s0219493708002378
Publication URI: http://dx.doi.org/10.1142/s0219493708002378
Type: Journal Article/Review
Parent Publication: Stochastics and Dynamics
Issue: 03