Advanced MCMC methods for sampling on diffusion pathspace

Beskos, A; Kalogeropoulos, K; Pazos, E; (2013) Advanced MCMC methods for sampling on diffusion pathspace. Stochastic Processes and their Applications , 123 (4) pp. 1415-1453. 10.1016/j.spa.2012.12.001 . Green open access

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