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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, January, 2008
DOI: 
10.1007/s11009-007-9060-4

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