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Q3636372 - MaRDI portal

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scientific article

    Statements

    author
    Jochen Voss
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    Martin Hairer
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    Andrew M. Stuart
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    publication date
    30 June 2009
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    zbMATH Keywords
    conditional diffusions
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    Monte Carlo methods
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    stochastic evolution equations
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    diffusion bridge
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    nonlinear smoothing
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    Identifiers

    Mathematics Subject Classification ID
    60H35
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    65C05
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    60J60
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    60H15
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    zbMATH DE Number
    5573166
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