A note on the exact simulation of spherical Brownian motion (Q2197609)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the exact simulation of spherical Brownian motion |
scientific article |
Statements
A note on the exact simulation of spherical Brownian motion (English)
0 references
1 September 2020
0 references
exact simulation
0 references
skew-product decomposition
0 references
spherical Brownian motion
0 references
Wright-Fisher diffusion
0 references
