{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,3,19]],"date-time":"2024-03-19T11:46:19Z","timestamp":1710848779218},"reference-count":8,"publisher":"Elsevier BV","issue":"1","license":[{"start":{"date-parts":[[2008,2,1]],"date-time":"2008-02-01T00:00:00Z","timestamp":1201824000000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/tdm\/userlicense\/1.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Mathematics and Computers in Simulation"],"published-print":{"date-parts":[[2008,2]]},"DOI":"10.1016\/j.matcom.2007.01.038","type":"journal-article","created":{"date-parts":[[2007,2,5]],"date-time":"2007-02-05T16:02:50Z","timestamp":1170691370000},"page":"64-71","source":"Crossref","is-referenced-by-count":17,"title":["Simulation of Brownian motion at first-passage times"],"prefix":"10.1016","volume":"77","author":[{"given":"Zaeem A.","family":"Burq","sequence":"first","affiliation":[]},{"given":"Owen D.","family":"Jones","sequence":"additional","affiliation":[]}],"member":"78","reference":[{"key":"10.1016\/j.matcom.2007.01.038_bib1","series-title":"Handbook of Brownian Motion: Facts and Formulae","author":"Borodin","year":"2002"},{"key":"10.1016\/j.matcom.2007.01.038_bib2","series-title":"Non-Uniform Random Variate Generation","author":"Devroye","year":"1986"},{"key":"10.1016\/j.matcom.2007.01.038_bib3","doi-asserted-by":"crossref","first-page":"441","DOI":"10.1239\/aap\/1025131226","article-title":"Density approximation and exact simulation of random variables that are solutions of fixed-point equations","volume":"34","author":"Devroye","year":"2002","journal-title":"Adv. Appl. Probab."},{"key":"10.1016\/j.matcom.2007.01.038_bib4","doi-asserted-by":"crossref","first-page":"267","DOI":"10.2307\/3214935","article-title":"On constant tail behaviour for the limiting random variable in a supercritical banching process","volume":"32","author":"Hambly","year":"1995","journal-title":"J. Appl. Probab."},{"key":"10.1016\/j.matcom.2007.01.038_bib5","doi-asserted-by":"crossref","first-page":"97","DOI":"10.1023\/A:1009650313980","article-title":"Subordinated Markov models: a comparison","volume":"4","author":"Hurst","year":"1997","journal-title":"Fin. Eng. Japanese Markets"},{"key":"10.1016\/j.matcom.2007.01.038_bib6","unstructured":"O.D. Jones, A random walk construction of Brownian motion with drift, Research Report 72, Centre for Statistics, The University of Queensland, November 1996."},{"key":"10.1016\/j.matcom.2007.01.038_bib7","series-title":"The Laplace Transform","author":"Widder","year":"1946"},{"key":"10.1016\/j.matcom.2007.01.038_bib8","doi-asserted-by":"crossref","first-page":"523","DOI":"10.1214\/aop\/1176995474","article-title":"Unimodality of infinitely divisible distributions of class L","volume":"6","author":"Yamazato","year":"1978","journal-title":"Ann. Probab."}],"container-title":["Mathematics and Computers in Simulation"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0378475407001267?httpAccept=text\/xml","content-type":"text\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0378475407001267?httpAccept=text\/plain","content-type":"text\/plain","content-version":"vor","intended-application":"text-mining"}],"deposited":{"date-parts":[[2019,1,9]],"date-time":"2019-01-09T12:54:19Z","timestamp":1547038459000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/S0378475407001267"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2008,2]]},"references-count":8,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2008,2]]}},"alternative-id":["S0378475407001267"],"URL":"https:\/\/doi.org\/10.1016\/j.matcom.2007.01.038","relation":{},"ISSN":["0378-4754"],"issn-type":[{"value":"0378-4754","type":"print"}],"subject":[],"published":{"date-parts":[[2008,2]]}}}