Peluchetti, Stefano; Roberts, Gareth O.; Casella, Bruno The strong weak convergence of the quasi-EA. (English) Zbl 1280.65010 Queueing Syst. 73, No. 4, 447-460 (2013). Reviewer: Gong Guanglu (Beijing) MSC: 65C50 65C05 65C35 60G55 60J65 60J60 PDFBibTeX XMLCite \textit{S. Peluchetti} et al., Queueing Syst. 73, No. 4, 447--460 (2013; Zbl 1280.65010) Full Text: DOI
Peluchetti, Stefano; Roberts, Gareth O. A study of the efficiency of exact methods for diffusion simulation. (English) Zbl 1271.65019 Plaskota, Leszek (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2010. Selected papers based on the presentations at the 9th international conference on Monte Carlo and quasi Monte Carlo in scientific computing (MCQMC 2010), Warsaw, Poland, August 15–20, 2010. Berlin: Springer (ISBN 978-3-642-27439-8/hbk; 978-3-642-27440-4/ebook). Springer Proceedings in Mathematics & Statistics 23, 161-187 (2012). MSC: 65C30 60H10 60H35 34F05 PDFBibTeX XMLCite \textit{S. Peluchetti} and \textit{G. O. Roberts}, Springer Proc. Math. Stat. 23, 161--187 (2012; Zbl 1271.65019) Full Text: DOI
Beskos, Alexandros; Peluchetti, Stefano; Roberts, Gareth \(\varepsilon\)-strong simulation of the Brownian path. (English) Zbl 1263.65007 Bernoulli 18, No. 4, 1223-1248 (2012). Reviewer: Abass Sagna (Evry) MSC: 65C50 60J65 65C05 91B24 91G60 PDFBibTeX XMLCite \textit{A. Beskos} et al., Bernoulli 18, No. 4, 1223--1248 (2012; Zbl 1263.65007) Full Text: DOI arXiv Euclid