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Found 28 Documents (Results 1–28)

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Simulation of conditioned diffusions on the flat torus. (English) Zbl 1458.60089

Nielsen, Frank (ed.) et al., Geometric science of information. 4th international conference, GSI 2019, Toulouse, France, August 27–29, 2019. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 11712, 685-694 (2019).
MSC:  60J60 58J65
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Pinned Ornstein-Uhlenbeck processes on an infinite dimensional space. (English) Zbl 0945.60079

Davies, I. M. (ed.) et al., Stochastic analysis and applications. Proceedings of the 5th Gregynog symposium, Gregynog, Powys, GB, July 9-14, 1995. Singapore: World Scientific. 401-407 (1996).
MSC:  60J60
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