Corrigendum to 'Simple diffusion bridges'
This is a corrigendum to a paper originally authored by Michael Sørensen and Mogens Bladt.
More …Continuous–discrete smoothing of diffusions
This is joint work with Moritz Schauer and Frank van der Meulen
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Simulating bridges using confluent diffusions
This is joint work with Paul Jenkins, Murray Pollock, Gareth Roberts and Michael Sørensen
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