Hongsheng Dai. Exact Simulation for Diffusion Bridges: An Adaptive Approach. J. Applied Probability, 51(2):346-358, 2014. [doi]
@article{Dai14-7,
title = {Exact Simulation for Diffusion Bridges: An Adaptive Approach},
author = {Hongsheng Dai},
year = {2014},
doi = {10.1017/S0021900200011281},
url = {http://dx.doi.org/10.1017/S0021900200011281},
researchr = {https://researchr.org/publication/Dai14-7},
cites = {0},
citedby = {0},
journal = {J. Applied Probability},
volume = {51},
number = {2},
pages = {346-358},
}