Skip to main content

Research Repository

Advanced Search

Improved bridge constructs for stochastic differential equations

Whitaker, Gavin A.; Golightly, Andrew; Boys, Richard J.; Sherlock, Chris

Authors

Gavin A. Whitaker

Richard J. Boys

Chris Sherlock



Citation

Whitaker, G. A., Golightly, A., Boys, R. J., & Sherlock, C. (2017). Improved bridge constructs for stochastic differential equations. Statistics and Computing, 27(4), https://doi.org/10.1007/s11222-016-9660-3

Journal Article Type Article
Publication Date 2017
Deposit Date Feb 9, 2022
Journal Statistics and Computing
Print ISSN 0960-3174
Electronic ISSN 1573-1375
Publisher Springer
Volume 27
Issue 4
DOI https://doi.org/10.1007/s11222-016-9660-3
Public URL https://durham-repository.worktribe.com/output/1214367