Exact simulation for diffusion bridges: an adaptive approach (Q5169729)
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scientific article; zbMATH DE number 6316504
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| default for all languages | No label defined |
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| English | Exact simulation for diffusion bridges: an adaptive approach |
scientific article; zbMATH DE number 6316504 |
Statements
Exact Simulation for Diffusion Bridges: An Adaptive Approach (English)
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11 July 2014
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adaptive rejection sampling
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conditioned Brownian motion
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diffusion bridge
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exact Monte Carlo simulation
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0.8383584022521973
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0.8172546029090881
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0.81340491771698
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0.7977434396743774
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0.790738582611084
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