Number of items: 4.
2013
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
2012
Beskos, Alexandros, Peluchetti, Stefano and Roberts, Gareth O.
(2012)
ε-Strong simulation of the Brownian path.
Bernoulli, Volume 18
(Number 4).
pp. 1223-1248.
doi:10.3150/11-BEJ383
2008
Peluchetti, Stefano and Roberts, Gareth O.
(2008)
An empirical study of the efficiency of EA for diffusion simulation.
Working Paper.
Coventry:
University of Warwick. Centre for Research in Statistical Methodology.
Working papers, Vol.2008
(No.14).
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).
This list was generated on Wed Nov 20 23:29:51 2019 GMT.
