Derives a representation for optimal distributions in infinite-horizon randomized unbiased estimators for SDE path functionals and gives an adaptive algorithm to compute them.
Unbiased Estimation with S quare Root Convergence for SDE Models
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Optimal distributions for randomized unbiased estimators with an infinite horizon and an adaptive algorithm
Derives a representation for optimal distributions in infinite-horizon randomized unbiased estimators for SDE path functionals and gives an adaptive algorithm to compute them.