Exact sampling of diffusions with a discontinuity in the drift (Q5197410)
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scientific article; zbMATH DE number 7109545
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact sampling of diffusions with a discontinuity in the drift |
scientific article; zbMATH DE number 7109545 |
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Exact sampling of diffusions with a discontinuity in the drift (English)
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23 September 2019
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exact algorithm
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sampling of diffusions
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diffusion with discontinuous drift
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retrospective rejection sampling
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