Skew brownian motion and complexity of the alps algorithm
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Publication:5868528
DOI10.1017/jpr.2021.78zbMath1497.60101arXiv2009.12424OpenAlexW3089306411MaRDI QIDQ5868528
Gareth O. Roberts, Nicholas G. Tawn, Jeffrey S. Rosenthal
Publication date: 21 September 2022
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.12424
Computational methods in Markov chains (60J22) Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) Brownian motion (60J65)
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