Sequential quasi-Monte Carlo : introduction for non-experts, dimension reduction, application to partly observed diffusion processes

M.Chopin, M.Gerber

Year of publication:	[2017]
Authors:	Chopin, Nicolas ; Gerber, Mathieu
Publisher:	[Palaiseau] : Centre de recherche en economie et statistique
Subject:	Theorie \| Theory \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Stochastischer Prozess \| Stochastic process \| Innovationsdiffusion \| Innovation diffusion

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