Exact simulation for the first hitting time of Brownian motion and Brownian bridge (Q2105352)
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scientific article; zbMATH DE number 7629072
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact simulation for the first hitting time of Brownian motion and Brownian bridge |
scientific article; zbMATH DE number 7629072 |
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Exact simulation for the first hitting time of Brownian motion and Brownian bridge (English)
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8 December 2022
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Brownian motion
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Brownian bridge
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first hitting time
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exact simulation
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