Some new simulation schemes for the evaluation of Feynman-Kac representations
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Monte Carlo Methods and Applications
Year : 2008
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https://hal-amu.archives-ouvertes.fr/hal-01479829
Submitted on : Tuesday, February 28, 2017-10:24:29 PM
Last modification on : Friday, March 24, 2023-2:53:04 PM
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- HAL Id : hal-01479829 , version 1
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Sylvain Maire, Etienne Tanré. Some new simulation schemes for the evaluation of Feynman-Kac representations. Monte Carlo Methods and Applications, 2008, 14 (1), pp.29-51. ⟨hal-01479829⟩
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