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Simulation of Multivariate Diffusion Bridges:
Bladt, Mogens
;
Finch, Samuel
;
Sørensen, Michael
Journal of the Royal Statistical Society Series B: Statistical Methodology. 78 (2015) 2 - p. 343-369 , 2015
Link:
https://doi.org/10.1111/rssb.12118
RT Journal T1 <Title>Simulation of Multivariate Diffusion Bridges</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1111_rssb.12118&Exemplar=1&LAN=DE A1 Bladt, Mogens A1 Finch, Samuel A1 Sørensen, Michael PB Oxford University Press (OUP) YR 2015 SN 1369-7412 SN 1467-9868 JF Journal of the Royal Statistical Society Series B: Statistical Methodology VO 78 IS 2 SP 343 OP 369 LK http://dx.doi.org/https://doi.org/10.1111/rssb.12118 DO https://doi.org/10.1111/rssb.12118 SF ELIB - SuUB Bremen
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