Sequential Monte Carlo methods for diffusion processes (Q4931056)
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scientific article; zbMATH DE number 5795020
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential Monte Carlo methods for diffusion processes |
scientific article; zbMATH DE number 5795020 |
Statements
Sequential Monte Carlo methods for diffusion processes (English)
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2 October 2010
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diffusions
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sequential Monte Carlo
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exact simulation
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stochastic control
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