A note on the exact simulation of spherical Brownian motion (Q2197609)
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scientific article; zbMATH DE number 7242408
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A note on the exact simulation of spherical Brownian motion |
scientific article; zbMATH DE number 7242408 |
Statements
A note on the exact simulation of spherical Brownian motion (English)
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1 September 2020
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exact simulation
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skew-product decomposition
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spherical Brownian motion
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Wright-Fisher diffusion
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0.898960292339325
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0.7700677514076233
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0.7636034488677979
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0.7436962723731995
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