Communities
Connect sessions
AI calendar
Organizations
Join Slack
Contact Sales

Terms and Conditions

Twitter GitHub LinkedIn Bluesky Youtube

© 2026 ResearchTrend.AI, All rights reserved.

Home
Papers
1302.6964
Cited By

$On the exact and $\varepsilon$-strong simulation of (jump) diffusions$

v1v2v3v4 (latest)

On the exact and $\varepsilon$ -strong simulation of (jump) diffusions

27 February 2013

Gareth O. Roberts

ArXiv (abs)PDF HTML

Papers citing "On the exact and $\varepsilon$-strong simulation of (jump) diffusions"

13 / 13 papers shown

Divide-and-Conquer Fusion

Divide-and-Conquer Fusion

Gareth O. Roberts

316

3

0

14 Oct 2021

On Unbiased Score Estimation for Partially Observed Diffusions

On Unbiased Score Estimation for Partially Observed Diffusions

240

13

0

11 May 2021

Unbiased simulation of rare events in continuous time

Unbiased simulation of rare events in continuous timeMethodology and Computing in Applied Probability (MCAP), 2021

203

1

0

16 Feb 2021

The computational cost of blocking for sampling discretely observed
diffusions

The computational cost of blocking for sampling discretely observed diffusionsMethodology and Computing in Applied Probability (MCAP), 2020

Paul A. Jenkins

Gareth O. Roberts

238

1

0

22 Sep 2020

$$\varepsilon$-strong simulation of the convex minorants of stable processes and meanders$

\varepsilon

-strong simulation of the convex minorants of stable processes and meandersElectronic Journal of Probability (EJP), 2019

Jorge Ignacio González Cázares

Aleksandar Mijatović

Gerónimo Uribe Bravo

142

5

0

29 Oct 2019

An Exact Auxiliary Variable Gibbs Sampler for a Class of Diffusions

An Exact Auxiliary Variable Gibbs Sampler for a Class of Diffusions

426

3

0

26 Mar 2019

Simulating bridges using confluent diffusions

Simulating bridges using confluent diffusions

Paul A. Jenkins

Gareth O. Roberts

Michael Sørensen

292

6

0

25 Mar 2019

Piecewise Deterministic Markov Processes for Continuous-Time Monte Carlo

Piecewise Deterministic Markov Processes for Continuous-Time Monte Carlo

Gareth O. Roberts

200

117

0

23 Nov 2016

Quasi-stationary Monte Carlo and the ScaLE Algorithm

Quasi-stationary Monte Carlo and the ScaLE Algorithm

Gareth O. Roberts

407

24

0

12 Sep 2016

Exact simulation of the Wright-Fisher diffusion

Exact simulation of the Wright-Fisher diffusion

Paul A. Jenkins

301

62

0

23 Jun 2015

Consistency of Bayesian nonparametric inference for discretely observed
jump diffusions

Consistency of Bayesian nonparametric inference for discretely observed jump diffusionsBernoulli (Bernoulli), 2015

Paul A. Jenkins

274

9

0

15 Jun 2015

On the Exact Simulation of (Jump) Diffusion Bridges

On the Exact Simulation of (Jump) Diffusion Bridges

143

8

0

12 May 2015

Exact Simulation of Multidimensional Reflected Brownian Motion

Exact Simulation of Multidimensional Reflected Brownian MotionJournal of Applied Probability (JAP), 2014

Jose H. Blanchet

Karthyek Murthy

161

10

0

26 May 2014

Page 1 of 1