{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,9]],"date-time":"2026-10-09T07:03:44Z","timestamp":1791529424439,"version":"4.3.4"},"reference-count":12,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[2016,2,19]],"date-time":"2016-02-19T00:00:00Z","timestamp":1455840000000},"content-version":"unspecified","delay-in-days":628,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Journal of Applied Probability"],"published-print":{"date-parts":[[2014,6]]},"abstract":"<jats:p>Exact simulation approaches for a class of diffusion bridges have recently been proposed based on rejection sampling techniques. The existing rejection sampling methods may not be practical owing to small acceptance probabilities. In this paper we propose an adaptive approach that improves the existing methods significantly under certain scenarios. The idea of the new method is based on a layered process, which can be simulated from a layered Brownian motion with reweighted layer probabilities. We will show that the new exact simulation method is more efficient than existing methods theoretically and via simulation.<\/jats:p>","DOI":"10.1239\/jap\/1402578629","type":"journal-article","created":{"date-parts":[[2014,6,12]],"date-time":"2014-06-12T09:18:54Z","timestamp":1402564734000},"page":"346-358","source":"Crossref","is-referenced-by-count":4,"title":["Exact Simulation for Diffusion Bridges: An Adaptive Approach"],"prefix":"10.1017","volume":"51","author":[{"given":"Hongsheng","family":"Dai","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2016,2,19]]},"reference":[{"key":"S0021900200011281_ref10","doi-asserted-by":"publisher","DOI":"10.2307\/3318418"},{"key":"S0021900200011281_ref8","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-662-03185-8"},{"key":"S0021900200011281_ref7","volume-title":"Brownian Motion and Stochastic Calculus","author":"Karatzas","year":"1991"},{"key":"S0021900200011281_ref6","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.2000.10474285"},{"key":"S0021900200011281_ref5","doi-asserted-by":"publisher","DOI":"10.1239\/aap\/1208358896"},{"key":"S0021900200011281_ref3","doi-asserted-by":"publisher","DOI":"10.1007\/s11009-007-9060-4"},{"key":"S0021900200011281_ref11","volume-title":"Introduction to Probability Models","author":"Ross","year":"2007"},{"key":"S0021900200011281_ref2","doi-asserted-by":"publisher","DOI":"10.3150\/bj\/1165269151"},{"key":"S0021900200011281_ref1","doi-asserted-by":"publisher","DOI":"10.1214\/105051605000000485"},{"key":"S0021900200011281_ref9","doi-asserted-by":"publisher","DOI":"10.1017\/S002190020001857X"},{"key":"S0021900200011281_ref4","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9868.2006.00552.x"},{"key":"S0021900200011281_ref12","first-page":"178","article-title":"Modeling, analysis and discretization of stochastic logistic equations","volume":"4","author":"Schurz","year":"2007","journal-title":"Internat. J. Numer. Anal. Modeling"}],"container-title":["Journal of Applied Probability"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0021900200011281","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,22]],"date-time":"2019-04-22T15:56:02Z","timestamp":1555948562000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0021900200011281\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2014,6]]},"references-count":12,"aliases":["10.1017\/s0021900200011281"],"journal-issue":{"issue":"2","published-print":{"date-parts":[[2014,6]]}},"alternative-id":["S0021900200011281"],"URL":"https:\/\/doi.org\/10.1239\/jap\/1402578629","relation":{},"ISSN":["0021-9002","1475-6072"],"issn-type":[{"value":"0021-9002","type":"print"},{"value":"1475-6072","type":"electronic"}],"subject":[],"published":{"date-parts":[[2014,6]]}}}