Finite variance unbiased estimation of stochastic differential equations

Ankush Agarwal, Emmanuel Gobet. Finite variance unbiased estimation of stochastic differential equations. In 2017 Winter Simulation Conference, WSC 2017, Las Vegas, NV, USA, December 3-6, 2017. pages 1950-1961, IEEE, 2017. [doi]

Abstract

Abstract is missing.