Hugo de la Cruz, Juan Carlos Jimenez 0001. Exact pathwise simulation of multi-dimensional Ornstein-Uhlenbeck processes. Applied Mathematics and Computation, 366, 2020. [doi]
@article{CruzJ20,
title = {Exact pathwise simulation of multi-dimensional Ornstein-Uhlenbeck processes},
author = {Hugo de la Cruz and Juan Carlos Jimenez 0001},
year = {2020},
doi = {10.1016/j.amc.2019.124734},
url = {https://doi.org/10.1016/j.amc.2019.124734},
researchr = {https://researchr.org/publication/CruzJ20},
cites = {0},
citedby = {0},
journal = {Applied Mathematics and Computation},
volume = {366},
}