Confidence bands for Brownian motion and applications to Monte Carlo simulation

W. S. Kendall, Jean-Michel Marin, Christian P. Robert. Confidence bands for Brownian motion and applications to Monte Carlo simulation. Statistics and Computing, 17(1):1-10, 2007. [doi]

@article{KendallMR07,
  title = {Confidence bands for Brownian motion and applications to Monte Carlo simulation},
  author = {W. S. Kendall and Jean-Michel Marin and Christian P. Robert},
  year = {2007},
  doi = {10.1007/s11222-006-9001-z},
  url = {http://dx.doi.org/10.1007/s11222-006-9001-z},
  researchr = {https://researchr.org/publication/KendallMR07},
  cites = {0},
  citedby = {0},
  journal = {Statistics and Computing},
  volume = {17},
  number = {1},
  pages = {1-10},
}