The strong weak convergence of the quasi-EA
Work
Year: 2013
Type: article
Abstract: In this paper, we investigate the convergence of a novel simulation scheme to the target diffusion process. This scheme, the Quasi-EA, is closely related to the Exact Algorithm (EA) for diffusion proc... more
Source: Queueing Systems
Institution University of Warwick
Cites: 11
Cited by:
Related to: 10
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Citation percentile (by year/subfield):
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: hybrid
APC paid (est): $2,890