12 citations · 14 across the 2 of their papers we have counts for
2 papers
math.ST2014★ 12 cited
Simulation of multivariate diffusion bridge
Mogens Bladt, Samuel Finch, Michael Sørensen
We propose simple methods for multivariate diffusion bridge simulation, which plays a fundamental role in simulation-based likelihood and Bayesian inference for stochastic differen…
math.PR2009★ 2 cited
Non-extinction of a Fleming-Viot particle model
Mariusz Bieniek, Krzysztof Burdzy, Sam Finch
We consider a branching particle model in which particles move inside a Euclidean domain according to the following rules. The particles move as independent Brownian motions until…