%0 Journal Article %1 agp93 %A Asmussen, S. %A Glynn, P. %A Pitman, J. %D 1995 %J Ann. Applied Prob. %K Brownian_motion Dept_Mathematics_Berkeley Dept_Statistics_Berkeley discretization_error reflection simulation myown %P 875-896 %T Discretization error in simulation of one-dimensional reflecting Brownian motion %V 5

@article{agp93, added-at = {2008-01-20T02:39:38.000+0100}, author = {Asmussen, S. and Glynn, P. and Pitman, J.}, author_html = {Asmussen, Søren and Glynn, Peter and Pitman, Jim}, bibnumber = {57}, biburl = {https://www.bibsonomy.org/bibtex/2db2f218f0ffb7879ad97fd111876c7be/pitman}, interhash = {4016b962aee32c25e15f4337d89d84d5}, intrahash = {db2f218f0ffb7879ad97fd111876c7be}, journal = {Ann. Applied Prob.}, keywords = {Brownian_motion Dept_Mathematics_Berkeley Dept_Statistics_Berkeley discretization_error reflection simulation myown}, mrclass = {65U05 (60J65 65C05 65C20)}, mrnumber = {MR1384357}, pages = {875-896}, timestamp = {2010-10-30T22:51:56.000+0200}, title = {Discretization error in simulation of one-dimensional reflecting Brownian motion}, volume = 5, year = 1995, znumber = {0853.65147} }