Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions (Q1769777)
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scientific article; zbMATH DE number 2149076
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions |
scientific article; zbMATH DE number 2149076 |
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Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions (English)
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30 March 2005
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forward and reverse diffusion
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Monte Carlo simulation
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statistical estimation
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transition density
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kernel estimators
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0.89713323
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0.89619964
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0.87988037
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0.8794299
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0.87619126
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0.87224257
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