Simulation of Brownian motion at first-passage times
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Modeling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science
Reference8 articles.
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3. Density approximation and exact simulation of random variables that are solutions of fixed-point equations;Devroye;Adv. Appl. Probab.,2002
4. On constant tail behaviour for the limiting random variable in a supercritical banching process;Hambly;J. Appl. Probab.,1995
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