Sequential quasi-Monte Carlo: introduction for non-experts, dimension reduction, application to partly observed diffusion processes

Saved in:

Bibliographic Details

Authors and Corporations:	Chopin, Nicolas (Author), Gerber, Mathieu (Author)
Other Authors:	Gerber, Mathieu [Author]
Type of Resource:	E-Book
Language:	English
published:	[Palaiseau] Centre de recherche en economie et statistique [2017]
Series:	Centre de recherche en économie et statistique: Série des documents de travail ; no. 2017, 35
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen