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For: Deaconu M, Herrmann S. Simulation of hitting times for Bessel processes with non-integer dimension. BERNOULLI 2017. [DOI: 10.3150/16-bej866] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
Number Cited by Other Article(s)
1
Strong Approximation of Bessel Processes. Methodol Comput Appl Probab 2023. [DOI: 10.1007/s11009-023-09981-6] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 02/05/2023]
2
Deaconu M, Herrmann S. Initial-boundary value problem for the heat equation—A stochastic algorithm. ANN APPL PROBAB 2018. [DOI: 10.1214/17-aap1348] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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