Guided proposals for simulating multi-dimensional diffusion bridges

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Bibliographic Details
Published in:Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability 2017-11, Vol.23 (4A)
Main Authors: Schauer, Moritz, van der Meulen, Frank, van Zanten, Harry
Format: Article
Language:English
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ISSN:1350-7265
DOI:10.3150/16-BEJ833