Dirichlet Forms in Simulation
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DOI: 10.1515/156939605777438541
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- Arturo Kohatsu & Roger Pettersson, 2002. "Variance reduction methods for simulation of densities on Wiener space," Economics Working Papers 597, Department of Economics and Business, Universitat Pompeu Fabra.
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Keywords
square field operator; Wiener space; Poisson space; density; stochastic differential equation; Dirichlet form; error;All these keywords.
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