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Conditioning diffusions with respect to incomplete observations - MaRDI portal

Conditioning diffusions with respect to incomplete observations (Q6190220)

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scientific article; zbMATH DE number 7800321
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English
Conditioning diffusions with respect to incomplete observations
scientific article; zbMATH DE number 7800321

    Statements

    title
    Conditioning diffusions with respect to incomplete observations (English)
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    author
    Bernard Delyon
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    J.-L. Marchand
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    publication date
    6 February 2024
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    zbMATH Keywords
    conditioned diffusion
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    bridge processes
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    incomplete observations
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    simulation
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    cites work
    Probability
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    Q5342182
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    Q3684922
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    Q2825532
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    Q4828566
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    Asymptotic Statistics
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    Identifiers

    zbMATH DE Number
    7800321
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