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Volumn 54, Issue 6, 1994, Pages 1780-1805
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Variance reduction for simulated diffusions
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Author keywords
[No Author keywords available]
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Indexed keywords
APPROXIMATION THEORY;
ATOMIC PHYSICS;
BROWNIAN MOVEMENT;
DIFFUSION;
INTEGRAL EQUATIONS;
MATHEMATICAL MODELS;
MONTE CARLO METHODS;
PARAMETER ESTIMATION;
SAMPLING;
VARIATIONAL TECHNIQUES;
ECONOMETRICS;
FUNKE-SHEVLYAKOV-HAUSSMANN INTEGRAL REPRESENTATION THEOREM;
INITIAL VALUE PROBLEMS;
PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS;
STOCHASTIC DIFFERENTIAL EQUATIONS;
VARIANCE REDUCTION;
WIENER SPACES;
DIFFERENTIAL EQUATIONS;
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EID: 0028706702
PISSN: 00361399
EISSN: None
Source Type: Journal
DOI: 10.1137/S0036139992236220 Document Type: Article |
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Times cited : (69)
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References (22)
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