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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 (2016) 2 - p. 343-369 , 2016
Link:
http://www.jstor.org/stable/24775342
RT Journal T1 <Title>Simulation of multivariate diffusion bridges</Title> UL https://suche.suub.uni-bremen.de/peid=jstor-24775342&Exemplar=1&LAN=DE A1 Bladt, Mogens A1 Finch, Samuel A1 Sørensen, Michael PB John Wiley & Sons Ltd YR 2016 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://www.jstor.org/stable/24775342 DO http://www.jstor.org/stable/24775342 SF ELIB - SuUB Bremen
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