A Factorisation of Diffusion Measure and Finite Sample Path Constructions (2008)
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/10.1007/s11009-007-9060-4
Publication URI: http://dx.doi.org/10.1007/s11009-007-9060-4
Type: Journal Article/Review
Parent Publication: Methodology and Computing in Applied Probability
Issue: 1