Unbiased simulation of stochastic differential equations using parametrix expansions
type: Item
instance of: scholarly article
title: Unbiased simulation of stochastic differential equations using parametrix expansions
zbMATH Open document ID: 1393.60082
DOI: 10.3150/16-BEJ803
author: Patrik Andersson
author: Arturo Kohatsu-Higa
published in: Bernoulli
publication date: 2017-05-11T00:00:00Z
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 6714326
zbMATH Keywords: importance sampling
zbMATH Keywords: Monte Carlo method
zbMATH Keywords: multidimensional diffusion
zbMATH Keywords: parametrix
MaRDI profile type: Publication
full work available at URL: 16-bej803
OpenAlex ID: W2566192370
description: scientific article; zbMATH DE number 6714326