Use this URL to cite or link to this record in EThOS: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.490103
Title: The Signature in Numerical Algorithms
Author: Litterer, Christian
ISNI:       0000 0001 3610 9831
Awarding Body: Oxford
Current Institution: University of Oxford
Date of Award: 2008
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Abstract:
Particle methods are widely used because they can provide accurate descriptions of evolving measures. Recently it has become clear that by stepping outside the Monte-Carlo paradigm these methods can be of higher order with effective and transparent error bounds. A weakness of particle methods (particularly in the higher order case) is the tendency for the number of particles to explode if the process is iterated and accuracy preserved.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.490103  DOI: Not available
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