Published September 16, 2020
| Version 1.5
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fuchslab/Inference_for_SDEs_with_the_Milstein_scheme: Final revision
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Description
This repository accompanies the article: Susanne Pieschner, Christiane Fuchs (2018) "Bayesian Inference for Diffusion Processes: Using Higher-Order Approximations for Transition Densities"
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fuchslab/Inference_for_SDEs_with_the_Milstein_scheme-1.5.zip
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Related works
- Is supplement to
- https://github.com/fuchslab/Inference_for_SDEs_with_the_Milstein_scheme/tree/1.5 (URL)