Guided proposals for simulating multi-dimensional diffusion bridges

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Bibliographic Details
Published inBernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability
Format Journal Article
LanguageEnglish
Japanese
Online AccessGet full text
ISSN1350-7265
1573-9759
DOI10.3150/16-bej833

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ISSN:1350-7265
1573-9759
DOI:10.3150/16-bej833