Exact simulation for the first hitting time of Brownian motion and Brownian bridge (Q2105352)
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scientific article; zbMATH DE number 7629072
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Exact simulation for the first hitting time of Brownian motion and Brownian bridge |
scientific article; zbMATH DE number 7629072 |
Statements
Exact simulation for the first hitting time of Brownian motion and Brownian bridge (English)
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8 December 2022
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Brownian motion
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Brownian bridge
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first hitting time
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exact simulation
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0.8466425538063049
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0.8268055319786072
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0.8073357939720154
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0.7910653948783875
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0.7800496220588684
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