Simulation of elliptic and hypo-elliptic conditional...

Advances in Applied Probability 2020 / 03 Vol. 52; Iss. 1

Simulation of elliptic and hypo-elliptic conditional diffusions

Bierkens, Joris, van der Meulen, Frank, Schauer, Moritz
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Volume:
52
Journal:
Advances in Applied Probability
DOI:
10.1017/apr.2019.54
Date:
March, 2020
File:
PDF, 2.11 MB
2020
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