Exact Simulation of Brownian Diffusions with Drift Admitting Jumps (Q5738175)
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scientific article; zbMATH DE number 6724616
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact Simulation of Brownian Diffusions with Drift Admitting Jumps |
scientific article; zbMATH DE number 6724616 |
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Exact Simulation of Brownian Diffusions with Drift Admitting Jumps (English)
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31 May 2017
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exact simulation methods
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skew Brownian motion
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skew diffusions
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discontinuous drift
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