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Stability of partially implicit Langevin schemes and their MCMC variants
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Casella, Bruno, Roberts, Gareth O. and Stramer, Osnat (2011) Stability of partially implicit Langevin schemes and their MCMC variants. Methodology and Computing in Applied Probability, Vol.13 (No.4). pp. 835-854. doi:10.1007/s11009-010-9196-5 ISSN 1387-5841.
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Official URL: http://dx.doi.org/10.1007/s11009-010-9196-5
Item Type: | Journal Article | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Library of Congress Subject Headings (LCSH): | Markov processes, Monte Carlo method, Langevin equations, Approximation theory | ||||
Journal or Publication Title: | Methodology and Computing in Applied Probability | ||||
Publisher: | Springer | ||||
ISSN: | 1387-5841 | ||||
Official Date: | 2011 | ||||
Dates: |
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Volume: | Vol.13 | ||||
Number: | No.4 | ||||
Page Range: | pp. 835-854 | ||||
DOI: | 10.1007/s11009-010-9196-5 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Restricted or Subscription Access |
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