Pages that link to "Item:Q5197410"
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The following pages link to Exact sampling of diffusions with a discontinuity in the drift (Q5197410):
Displaying 4 items.
- Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme (Q1729305) (← links)
- Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594) (← links)
- Approximation for non-smooth functionals of stochastic differential equations with irregular drift (Q2405375) (← links)
- Exact Simulation of Brownian Diffusions with Drift Admitting Jumps (Q5738175) (← links)
