Guided proposals for simulating multi-dimensional diffusion bridges

Author(s):: Schauer, M.; Meulen, F. van der; Zanten, H. van

Published: 2017
Publication type: Article / Letter to editor

Date issued: 2017
Language: English
Publisher: Bernoulli Society for Mathematical Statistics and Probability
Is part of: Bernoulli (2017), Vol. 23, no. 4A, p. 2917-2950
hdl: 1887/48856
doi: 10.3150/16-BEJ833
URL: http://dx.doi.org/10.3150/16-BEJ833