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Improved Bridge Constructs for Stochastic Differential Equations

Statistics and Computing - Netherlands
doi 10.1007/s11222-016-9660-3
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Abstract

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Categories
StatisticsProbabilityUncertaintyMathematicsComputational TheoryTheoretical Computer Science
Date

May 18, 2016

Authors
Gavin A. WhitakerAndrew GolightlyRichard J. BoysChris Sherlock
Publisher

Springer Science and Business Media LLC


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