Markov Chain Monte Carlo for Exact Inference for Diffusions (Q4923056)
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scientific article; zbMATH DE number 6170818
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov Chain Monte Carlo for Exact Inference for Diffusions |
scientific article; zbMATH DE number 6170818 |
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Markov Chain Monte Carlo for Exact Inference for Diffusions (English)
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5 June 2013
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exact inference
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exact simulation
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Markov chain Monte Carlo
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stochastic differential equation
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transition density
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