A Factorisation of Diffusion Measure and Finite Sample Path Constructions

Authors: Alexandros Beskos, Omiros Papaspiliopoulos and Gareth O. Roberts.
Methodology and Computing in Applied Probability, Vol. 10, No. 1, 85--104, December 2015.

DOI: 10.1007/s11009-007-9060-4

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