Exact simulation approaches for a class of diffusion bridges have recently been proposed based on rejection sampling techniques. The existing rejection sampling methods may not be practical owing to ...
Journal of Coastal Research, Special Issue No. 98: Recent Developments in Practices and Research on Coastal Regions: Transportation, Environment and Economy (WINTER 2019), pp. 129-132 (4 pages) At ...
This paper develops two local mesh-free methods for designing stencil weights and spatial discretization, respectively, for parabolic partial differential equations (PDEs) of ...
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