Accelerating Gaussian Diffusions

• 1 August 1993
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Applied Probability
• Vol. 3  (3) , 897-913
• https://doi.org/10.1214/aoap/1177005371

Abstract

Keywords

• EUCLIDEAN SPACE
• STABILITY MATRIX
• COVARIANCE MATRIX
• MONTE CARLO METHOD
• RATE OF CONVERGENCE
• PROBABILITY DENSITY
• ORNSTEIN UHLENBECK PROCESS
• CONVERGENCE RATE
• IMAGE ANALYSIS
• REVERSIBLE PROCESS