{"title":"参数矩阵法的随机解释","authors":"A. Kohatsu-Higa","doi":"10.1007/s11253-024-02287-x","DOIUrl":null,"url":null,"abstract":"<p>We revisit, in a didactic manner and by using stochastic analysis, the parametrix method and its application to unbiased simulation. We consider, in particular, the case of one-dimensional diffusions without drift.</p>","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-04-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A Stochastic Interpretation of the Parametrix Method\",\"authors\":\"A. Kohatsu-Higa\",\"doi\":\"10.1007/s11253-024-02287-x\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>We revisit, in a didactic manner and by using stochastic analysis, the parametrix method and its application to unbiased simulation. We consider, in particular, the case of one-dimensional diffusions without drift.</p>\",\"PeriodicalId\":0,\"journal\":{\"name\":\"\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0,\"publicationDate\":\"2024-04-23\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1007/s11253-024-02287-x\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s11253-024-02287-x","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
A Stochastic Interpretation of the Parametrix Method
We revisit, in a didactic manner and by using stochastic analysis, the parametrix method and its application to unbiased simulation. We consider, in particular, the case of one-dimensional diffusions without drift.
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