Unbiased Monte Carlo estimate of stochastic differential equations expectations

Author： Doumbia Mahamadou   Oudjane Nadia   Warin Xavier  

Publisher： Edp Sciences

E-ISSN： 1262-3318|21|issue|56-87

ISSN： 1292-8100

Source： ESAIM: Probability and Statistics, Vol.21, Iss.issue, 2017-03, pp. : 56-87

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