Efficient almost-exact Lévy area sampling (Q2453869)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient almost-exact Lévy area sampling |
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Efficient almost-exact Lévy area sampling (English)
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11 June 2014
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Lévy area
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strong simulation
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logistic expansion
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Chebyshev approximation
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Milstein method
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