Technical Forum • Re: Breakthrough in the theory of stochastic differential equations and their simulation
Amin
Friends, I had promised to explain the details of the method used to write the matlab program for finding conditional density of a continuous random variable conditional upon the values taken by several other correlated continuous random variables. In the following few posts, I will write about preliminaries and context of the method and then move on to details of conditional density calculation algorithm. I am presenting it as a competing framework for conditional density regressions of the typ