ANALYSIS OF SPDES ARISING IN PATH SAMPLING PART I: THE GAUSSIAN CASE

Communications in Mathematical Sciences

Volumn 3, Issue 4, 2005, Pages 587-603

  Hairer, M ^a   Stuart, A M ^a   Voss, J ^a   Wiberg, P ^a  

^a UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Conditioned diffusions; Gaussian processes; High dimensional sampling; Kalman bucy filter; Spdes

Indexed keywords

EID: 34248634668     PISSN: 15396746     EISSN: 19450796     Source Type: Journal    
DOI: 10.4310/CMS.2005.v3.n4.a8     Document Type: Article

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