Markov Bridges, Bisection and Variance Reduction (Q5326098)
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scientific article; zbMATH DE number 6193354
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov Bridges, Bisection and Variance Reduction |
scientific article; zbMATH DE number 6193354 |
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Markov Bridges, Bisection and Variance Reduction (English)
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31 July 2013
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time-continuous Markov jump processes
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generating sample paths
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variance reduction
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methods of stratification
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importance sampling
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quasi Monte Carlo
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