Essays about: "Daniel Damberg"
Found 1 essay containing the words Daniel Damberg.
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1. Simulation of diffusion bridges for stochastic differential equations
University essay from Lunds universitet/Matematisk statistikAbstract : The simulation of diffusion bridges is a difficult statistical problem, and methods for this are attracting a great deal of attention. Analytically, the conditioning on a future pointintroducesasecondtermtothedriftoftheSDEthatincludesthetransitiondensity of the unconditioned process. READ MORE
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