On extension of the Markov chain approximation method for computing Feynman-Kac type expectations (Q6630460)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On extension of the Markov chain approximation method for computing Feynman-Kac type expectations |
scientific article; zbMATH DE number 7936620
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On extension of the Markov chain approximation method for computing Feynman-Kac type expectations |
scientific article; zbMATH DE number 7936620 |
Statements
On extension of the Markov chain approximation method for computing Feynman-Kac type expectations (English)
0 references
31 October 2024
0 references
Markov chain approximation
0 references
Brownian bridge correction
0 references
0 references
0 references
