Advanced MCMC methods for sampling on diffusion pathspace
Beskos, Alexandros; Kalogeropoulos, Konstantinos; Pazos, Erik
- 期刊名称Stochastic Processes and their Applications
- 作者Beskos, Alexandros; Kalogeropoulos, Konstantinos; Pazos, Erik
- 卷第123卷
- 期第4期
- 印刷ISSN0304-4149
- 文件大小398.31KB
- 发表时间2013-4
- DOI10.1016/j.spa.2012.12.001
- 页码1415-1453