Exact numerical simulation of the Ornstein-Uhlenbeck process and its integral
Phys Rev E Stat Phys Plasmas Fluids Relat Interdiscip Topics
.
1996 Aug;54(2):2084-2091.
doi: 10.1103/physreve.54.2084.
Author
DT Gillespie
PMID:
9965289
DOI:
10.1103/physreve.54.2084
No abstract available