A note on the exact simulation of spherical Brownian motion (2020)

First Author: Mijatovic A

Attributed to: Coupling and Control in Continuous Time funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.spl.2020.108836

Publication URI: http://dx.doi.org/10.1016/j.spl.2020.108836

Type: Journal Article/Review

Parent Publication: Statistics & Probability Letters