搜索结果: 1-1 共查到“经济史 Monte Carlo”相关记录1条 . 查询时间(0.303 秒)
On generating Monte Carlo samples of continuous diffusion bridges
Stochastic diffusion equation, Sequential Monte Carlo, Resampling, Priority score, Backward pilot
2011/4/2
Diffusion processes are widely used in engineering, fiance, physics and other fields. Usually continuous time diffusion processes are only observable at discrete time points. For many applications, it...