Milstein, Grigori; Schoenmakers, John; Spokoiny, Vladimir - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006
. N. Milsteinb, J.G.M. Schoenmakersa, V. Spokoinya y
May 2, 2006
Keywords: transition density estimation, forward and … interacting Markov processes are considered in Milstein
(1978).
22
9 Forward-reverse transition density estimation
with ….N., Schoenmakers, J.G.M., Spokoiny, V., Transition density
estimation for stochastic difierential equations via forward-reverse repre …