Unbiased simulation of stochastic differential equations using parametrix expansions (Q527478)
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scientific article; zbMATH DE number 6714326
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unbiased simulation of stochastic differential equations using parametrix expansions |
scientific article; zbMATH DE number 6714326 |
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Unbiased simulation of stochastic differential equations using parametrix expansions (English)
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11 May 2017
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importance sampling
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Monte Carlo method
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multidimensional diffusion
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parametrix
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