On Exact Simulation Algorithms for Some Distributions Related to Brownian Motion and Brownian Meanders (Q3059062)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Exact Simulation Algorithms for Some Distributions Related to Brownian Motion and Brownian Meanders |
scientific article |
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On Exact Simulation Algorithms for Some Distributions Related to Brownian Motion and Brownian Meanders (English)
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8 December 2010
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algorithm
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random variate generators
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Brownian motion
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Brownian bridge
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Brownian excursion
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Brownian meander
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Brownian motion processes
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