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Variance reduction methods for simulation of densities on Wiener space

By Arturo Kohatsu-higa, Roger Pettersson Y, A. Kohatsu-higa and R. Pettersson

Abstract

density estimation

Topics: AMS subject classi cations. 60H10, 65C05, 65C30, 68U20, 60H07, 60H35
Year: 2002
OAI identifier: oai:CiteSeerX.psu:10.1.1.196.8837
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