Pages that link to "Item:Q2642805"
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The following pages link to Retrospective exact simulation of diffusion sample paths with applications (Q2642805):
Displaying 50 items.
- Langevin diffusions on the torus: estimation and applications (Q122538) (← links)
- On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions (Q265272) (← links)
- Numerical approximation of irregular SDEs via Skorokhod embeddings (Q289527) (← links)
- The strong weak convergence of the quasi-EA (Q351502) (← links)
- Approximations of non-smooth integral type functionals of one dimensional diffusion processes (Q401462) (← links)
- Conditional path sampling for stochastic differential equations through drift relaxation (Q646490) (← links)
- Estimating parameters in stochastic systems: A variational Bayesian approach (Q654174) (← links)
- Exact simulation of jump-diffusion processes with Monte Carlo applications (Q660166) (← links)
- Theoretical properties of quasi-stationary Monte Carlo methods (Q670746) (← links)
- Simulation of forward-reverse stochastic representations for conditional diffusions (Q744383) (← links)
- Approximating exit times of continuous Markov processes (Q784312) (← links)
- Simulation of conditioned diffusion and application to parameter estimation (Q855929) (← links)
- Brownian motion and Ornstein-Uhlenbeck processes in planar shape space (Q937165) (← links)
- A factorisation of diffusion measure and finite sample path constructions (Q937166) (← links)
- A retrodictive stochastic simulation algorithm (Q969448) (← links)
- Monte Carlo maximum likelihood estimation for discretely observed diffusion processes (Q1002156) (← links)
- Nonparametric adaptive estimation for integrated diffusions (Q1009666) (← links)
- Reversible jump MCMC for nonparametric drift estimation for diffusion processes (Q1621341) (← links)
- A Monte Carlo approach to quantifying model error in Bayesian parameter estimation (Q1623791) (← links)
- Piecewise deterministic Markov processes for continuous-time Monte Carlo (Q1630397) (← links)
- Bayesian inference of selection in the Wright-Fisher diffusion model (Q1672824) (← links)
- Unbiased simulation of stochastic differential equations (Q1704137) (← links)
- Barker's algorithm for Bayesian inference with intractable likelihoods (Q1705544) (← links)
- Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero (Q1713855) (← links)
- Information ratio test for model misspecification on parametric structures in stochastic diffusion models (Q1927178) (← links)
- \(\varepsilon\)-strong simulation of the Brownian path (Q1932226) (← links)
- Brownian meanders, importance sampling and unbiased simulation of diffusion extremes (Q1939714) (← links)
- CLTs and asymptotic variance of time-sampled Markov chains (Q1945602) (← links)
- Extended Black and Scholes model under bankruptcy risk (Q2011269) (← links)
- A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces (Q2042659) (← links)
- Exact inference for a class of hidden Markov models on general state spaces (Q2044399) (← links)
- A piecewise deterministic Monte Carlo method for diffusion bridges (Q2058759) (← links)
- Exact simulation of the first passage time through a given level of jump diffusions (Q2079352) (← links)
- Unbiased simulation of rare events in continuous time (Q2157425) (← links)
- GARCH quasi-likelihood ratios for SV model and the diffusion limit (Q2197597) (← links)
- Efficient Bayesian model choice for partially observed processes: with application to an experimental transmission study of an infectious disease (Q2226713) (← links)
- Integration by parts formula for killed processes: a point of view from approximation theory (Q2274216) (← links)
- Simulated likelihood estimators for discretely observed jump-diffusions (Q2280574) (← links)
- An approximation scheme for quasi-stationary distributions of killed diffusions (Q2309604) (← links)
- Exact simulation of the first-passage time of diffusions (Q2316185) (← links)
- On nonnegative unbiased estimators (Q2343962) (← links)
- Simple simulation of diffusion bridges with application to likelihood inference for diffusions (Q2448707) (← links)
- Penalized nonparametric mean square estimation of the coefficients of diffusion processes (Q2465276) (← links)
- The delta expansion for the transition density of diffusion models (Q2512632) (← links)
- Exact simulation problems for jump-diffusions (Q2513661) (← links)
- Simulation of jump diffusions and the pricing of options (Q2518535) (← links)
- Nonparametric Bayesian methods for one-dimensional diffusion models (Q2637400) (← links)
- Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk (Q2667616) (← links)
- The computational cost of blocking for sampling discretely observed diffusions (Q2684952) (← links)
- Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications (Q2794727) (← links)
