"Exact Simulation of Brownian Diffusions with Drift Admitting Jumps."

David Dereudre, Sara Mazzonetto, Sylvie Roelly (2017)

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DOI: 10.1137/16M107699X

access: closed

type: Journal Article

metadata version: 2024-10-06

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David Dereudre, Sara Mazzonetto, Sylvie Roelly:
Exact Simulation of Brownian Diffusions with Drift Admitting Jumps. SIAM J. Sci. Comput. 39(3) (2017)

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