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"Sequential Control Variates for Functionals of Markov Processes."

Emmanuel Gobet, Sylvain Maire (2005)

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DOI: 10.1137/040609124

access: closed

type: Journal Article

metadata version: 2020-05-11

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Emmanuel Gobet, Sylvain Maire:
Sequential Control Variates for Functionals of Markov Processes. SIAM J. Numer. Anal. 43(3): 1256-1275 (2005)

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