Pages that link to "Item:Q2479441"
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The following pages link to Simulation of Brownian motion at first-passage times (Q2479441):
Displaying 15 items.
- On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions (Q265272) (← links)
- A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility (Q274837) (← links)
- Weak approximations for Wiener functionals (Q363864) (← links)
- On exact simulation algorithms for some distributions related to Jacobi theta functions (Q1036738) (← links)
- A weak version of path-dependent functional Itô calculus (Q1621446) (← links)
- Piecewise deterministic Markov processes for continuous-time Monte Carlo (Q1630397) (← links)
- Discretizing Malliavin calculus (Q1639664) (← links)
- Path collapse for multidimensional Brownian motion with rebirth (Q1767759) (← links)
- Further properties of random orthogonal matrix simulation (Q1942732) (← links)
- \(L^p\) uniform random walk-type approximation for fractional Brownian motion with Hurst exponent \(0 < H < \frac{1}{2} \) (Q2064883) (← links)
- Exact simulation for the first hitting time of Brownian motion and Brownian bridge (Q2105352) (← links)
- Discrete-type approximations for non-Markovian optimal stopping problems. II (Q2218844) (← links)
- TESTING FOR CONTINUOUS LOCAL MARTINGALES USING THE CROSSING TREE (Q2802751) (← links)
- Discrete-type approximations for non-Markovian optimal stopping problems: Part I (Q5205938) (← links)
- Crossings states and sets of states in random walks (Q6164860) (← links)
