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Joint exact simulation of the maximum and its location for some constrained Brownian processes

Kumar Somnath & Radu Herbei

Journal of Statistical Computation and Simulation2026https://doi.org/10.1080/00949655.2026.2641543article
ABDC C
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0.50

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https://doi.org/https://doi.org/10.1080/00949655.2026.2641543

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@article{kumar2026,
  title        = {{Joint exact simulation of the maximum and its location for some constrained Brownian processes}},
  author       = {Kumar Somnath & Radu Herbei},
  journal      = {Journal of Statistical Computation and Simulation},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1080/00949655.2026.2641543},
}

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Joint exact simulation of the maximum and its location for some constrained Brownian processes

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0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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