Exact Monte Carlo simulation of killed diffusions (2016)
Attributed to:
Langevin Algorithms : Questions at the Numerical Analysis / Applied Probability Interface
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1239/aap/1208358896
Publication URI: http://dx.doi.org/10.1239/aap/1208358896
Type: Journal Article/Review
Parent Publication: Advances in Applied Probability
Issue: 1