Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary

  • Aniello Buonocore, Amelia G. Nobile, Enrica Pirozzi
  • Cogent Mathematics, July 2017, Taylor & Francis
  • DOI: 10.1080/23311835.2017.1354469

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http://dx.doi.org/10.1080/23311835.2017.1354469