Simulation of elliptic and hypo-elliptic conditional diffusions (Q3298817)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of elliptic and hypo-elliptic conditional diffusions |
scientific article |
Statements
Simulation of elliptic and hypo-elliptic conditional diffusions (English)
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16 July 2020
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diffusion bridge
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Monte Carlo method
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FitzHugh-Nagumo model
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guided proposal
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Langevin sampler
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partially observed diffusion
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twice-integrated diffusion
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