Weak approximation of Schrödinger-Föllmer diffusion (Q6589420)
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scientific article; zbMATH DE number 7898555
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak approximation of Schrödinger-Föllmer diffusion |
scientific article; zbMATH DE number 7898555 |
Statements
Weak approximation of Schrödinger-Föllmer diffusion (English)
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19 August 2024
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Schrödinger-Föllmer diffusion
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Schrödinger bridges
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weak approximation
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Euler-Maruyama methods
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Markov chain Monte Carlo
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