A note on the exact simulation of spherical Brownian motion

Statistics & Probability Letters 2020 / 10 Vol. 165

A note on the exact simulation of spherical Brownian motion

Mijatović, Aleksandar, Mramor, Veno, Uribe Bravo, Gerónimo
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Volume:
165
Journal:
Statistics & Probability Letters
DOI:
10.1016/j.spl.2020.108836
Date:
October, 2020
File:
PDF, 340 KB
2020
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