On Exact Simulation Algorithms for Some Distributions Related to Brownian Motion and Brownian Meanders
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Publication:3059062
DOI10.1007/978-3-7908-2598-5_1zbMath1204.65005OpenAlexW2125865807MaRDI QIDQ3059062
Publication date: 8 December 2010
Published in: Recent Developments in Applied Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-7908-2598-5_1
algorithmBrownian motionBrownian excursionBrownian bridgeBrownian meanderBrownian motion processesrandom variate generators
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