Exact simulation of multidimensional reflected Brownian motion (Q4684931): Difference between revisions

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+Stochastic simulation: Algorithms and analysis
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+Exact simulation of diffusions
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+Retrospective exact simulation of diffusion sample paths with applications
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+\(\varepsilon\)-strong simulation of the Brownian path
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+Steady-state simulation of reflected Brownian motion and related stochastic networks
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+Q2730382
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+Localization and Exact Simulation of Brownian Motion-Driven Stochastic Differential Equations
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+Q2747613
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+Exact simulation of one-dimensional stochastic differential equations involving the local time at zero of the unknown process
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+Reflected Brownian motion on an orthant
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+Stability and structural properties of stochastic storage networks
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+On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions
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+Boundary crossing probability for Brownian motion
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+Open Queueing Networks in Heavy Traffic
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