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Discretization error in simulation of one-dimensional reflecting Brownian motion

Author: Søren Asmussen; Peter Glynn; Jim Pitman
Publisher: Aalborg : University of Aalborg, Institute for Electronic Systems, Dept. of Mathematics and Computer Science, 1994.
Series: Aalborg University, Institute for Electronic Systems, R 94-2006.
Edition/Format:   Book : EnglishView all editions and formats
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Document Type: Book
All Authors / Contributors: Søren Asmussen; Peter Glynn; Jim Pitman
OCLC Number: 488864216
Notes: Abstract in English.
Description: 21 s.
Series Title: Aalborg University, Institute for Electronic Systems, R 94-2006.
Responsibility: by Søren Asmussen, Peter Glynn, Jim Pitman.

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