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Exact simulation of first exit times for one-dimensional di..:
Herrmann, Samuel
;
Zucca, Cristina
ESAIM: Mathematical Modelling and Numerical Analysis. 54 (2020) 3 - p. 811-844 , 2020
Link:
https://doi.org/10.1051/m2an/2019077
RT Journal T1 <Title>Exact simulation of first exit times for one-dimensional diffusion processes</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1051_m2an_2019077&Exemplar=1&LAN=DE A1 Herrmann, Samuel A1 Zucca, Cristina PB EDP Sciences YR 2020 SN 0764-583X SN 1290-3841 JF ESAIM: Mathematical Modelling and Numerical Analysis VO 54 IS 3 SP 811 OP 844 LK http://dx.doi.org/https://doi.org/10.1051/m2an/2019077 DO https://doi.org/10.1051/m2an/2019077 SF ELIB - SuUB Bremen
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