Unbiased Monte Carlo Methods for diffusions and its functionals. The parametrix point of view
Unbiased Monte Carlo Methods for diffusions and its functionals. The parametrix point of view
复制标题
用于扩散及其泛函的无偏蒙特卡罗方法。
DOI:
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发表时间:
2018
期刊:
影响因子:
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通讯作者:
Arturo
中科院分区:
文献类型:
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作者:
Kohatsu-Higa;Arturo