Pages that link to "Item:Q894805"

The following pages link to Steady-state simulation of reflected Brownian motion and related stochastic networks (Q894805):

Displaying 17 items.

• Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations (Q2029925) (← links)
• On the optimal design of the randomized unbiased Monte Carlo estimators (Q2060580) (← links)
• Ergodic property of Langevin systems with superstatistical, uncorrelated or correlated diffusivity (Q2069233) (← links)
• \(\varepsilon\)-strong simulation of the convex minorants of stable processes and meanders (Q2201511) (← links)
• Perfect sampling of GI/GI/\(c\) queues (Q2315061) (← links)
• On logarithmically optimal exact simulation of max-stable and related random fields on a compact set (Q2325347) (← links)
• Simulation of reflected Brownian motion on two dimensional wedges (Q2680400) (← links)
• Perfect simulation of M/G/<i>c</i> queues (Q2786426) (← links)
• A dichotomy for sampling barrier-crossing events of random walks with regularly varying tails (Q4684917) (← links)
• Exact simulation of multidimensional reflected Brownian motion (Q4684931) (← links)
• Exact sampling of the infinite horizon maximum of a random walk over a nonlinear boundary (Q4968514) (← links)
• ɛ-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations (Q5000646) (← links)
• Efficient Steady-State Simulation of High-Dimensional Stochastic Networks (Q5084487) (← links)
• Perfect Sampling of Hawkes Processes and Queues with Hawkes Arrivals (Q5084490) (← links)
• Rates of Convergence to Stationarity for Reflected Brownian Motion (Q5119851) (← links)
• Exact sampling for some multi-dimensional queueing models with renewal input (Q5203979) (← links)
• Perfect Sampling of Generalized Jackson Networks (Q5219735) (← links)