Exact pathwise simulation of multi-dimensional Ornstein-Uhlenbeck processes (Q2284760)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact pathwise simulation of multi-dimensional Ornstein-Uhlenbeck processes |
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Exact pathwise simulation of multi-dimensional Ornstein-Uhlenbeck processes (English)
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15 January 2020
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Ornstein-Uhlenbeck process
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pathwise simulation
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exact simulation
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stochastic differential equations
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