A factorisation of diffusion measure and finite sample path constructions

Beskos, A; Papaspiliopoulos, O; Roberts, GO; (2008) A factorisation of diffusion measure and finite sample path constructions. Methodology and Computing in Applied Probability , 10 (1) pp. 85-104. 10.1007/s11009-007-9060-4 . Green open access

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