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Exact sampling of diffusions with a discontinuity in the drift (2016)

First Author: Papaspiliopoulos O

Attributed to: Intractable Likelihood: New Challenges from Modern Applications (ILike) funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1017/apr.2016.54

Publication URI: https://www.cambridge.org/core/journals/advances-in-applied-probability/article/div-classtitleexact-sampling-of-diffusions-with-a-discontinuity-in-the-driftdiv/D72EF5878D1972F6E05F3A2870BC1920

Type: Journal Article/Review

Parent Publication: Advances in Applied Probability

Issue: A