"A piecewise deterministic Monte Carlo method for diffusion bridges."

Joris Bierkens et al. (2021)

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DOI: 10.1007/S11222-021-10008-8

access: open

type: Journal Article

metadata version: 2021-05-16

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  - https://dblp.org/rec/journals/sac/BierkensGMS21
Joris Bierkens, Sebastiano Grazzi, Frank van der Meulen, Moritz Schauer:
A piecewise deterministic Monte Carlo method for diffusion bridges. Stat. Comput. 31(3): 37 (2021)

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