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$\varepsilon$-Strong simulation of the Brownian path (2012)

First Author: Beskos A

Attributed to: Inference for Diffusions and Related Processes funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.3150/11-bej383

Publication URI: http://dx.doi.org/10.3150/11-bej383

Type: Journal Article/Review

Parent Publication: Bernoulli

Issue: 4