Journal Article

Peluchetti, Stefano, Roberts, Gareth O. and Casella, Bruno (2013) The strong weak convergence of the quasi-EA. Queueing Systems, Volume 73 (Number 4). pp. 447-460. doi:10.1007/s11134-013-9351-0 ISSN 0257-0130.

Casella, Bruno and Roberts, Gareth O. (2011) Exact simulation of jump-diffusion processes with Monte Carlo applications. Methodology and Computing in Applied Probability, Vol.13 (No.3). pp. 449-473. doi:10.1007/s11009-009-9163-1 ISSN 1387-5841 .

Casella, Bruno and Roberts, Gareth O. (2008) Exact Monte Carlo simulation of killed diffusions. Advances in Applied Probability, Vol.40 (No.1). pp. 273-291. doi:10.1239/aap/1208358896 ISSN 0001-8678.

Working or Discussion Paper

Peluchetti, Stefano, Roberts, Gareth O. and Casella, Bruno (2008) The strong weak convergence of the quasi-EA. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2008 (No.18).