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"Improved bridge constructs for stochastic differential equations."

Gavin A. Whitaker et al. (2017)

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DOI: 10.1007/S11222-016-9660-3

access: open

type: Journal Article

metadata version: 2021-10-14

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  dblp key:
  - journals/sac/WhitakerGBS17
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  - https://dblp.org/rec/journals/sac/WhitakerGBS17
Gavin A. Whitaker, Andrew Golightly, Richard J. Boys, Chris Sherlock:
Improved bridge constructs for stochastic differential equations. Stat. Comput. 27(4): 885-900 (2017)

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