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Exact sampling of diffusions with a discontinuity in the drift
- Part of
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- Journal:
- Advances in Applied Probability / Volume 48 / Issue A / July 2016
- Published online by Cambridge University Press:
- 25 July 2016, pp. 249-259
- Print publication:
- July 2016
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4 - Monte Carlo probabilistic inference for diffusion processes: a methodological framework
- from I - Monte Carlo
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- Book:
- Bayesian Time Series Models
- Published online:
- 07 September 2011
- Print publication:
- 11 August 2011, pp 82-103
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