"Exact Simulation for Diffusion Bridges: An Adaptive Approach."

Hongsheng Dai (2014)

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DOI: 10.1017/S0021900200011281

access: closed

type: Journal Article

metadata version: 2020-04-16

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Hongsheng Dai:
Exact Simulation for Diffusion Bridges: An Adaptive Approach. J. Appl. Probab. 51(2): 346-358 (2014)

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