1

Simulation of exit times and positions for Brownian motions and Diffusions

Year:
2007
Language:
english
File:
PDF, 73 KB
english, 2007
6

A Random Walk on Rectangles Algorithm

Year:
2006
Language:
english
File:
PDF, 426 KB
english, 2006
10

SIMULATION OF DIFFUSIONS BY MEANS OF IMPORTANCE SAMPLING PARADIGM

Year:
2010
Language:
english
File:
PDF, 2.28 MB
english, 2010
13

Simulation of diffusions by means of importance sampling paradigm

Year:
2010
Language:
english
File:
PDF, 357 KB
english, 2010
14

Simulation of hitting times for Bessel processes with non-integer dimension

Year:
2017
Language:
english
File:
PDF, 417 KB
english, 2017