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"Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial ..."
J. Beleza Sousa, Manuel L. Esquível, R. M. Gaspar (2015)
- J. Beleza Sousa, Manuel L. Esquível, R. M. Gaspar:
Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial Simulation. Commun. Stat. Simul. Comput. 44(10): 2608-2621 (2015)
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