tc = inf{t >/ 0 int,0 gc(s) ds =ln u ,
Where u is an independent random variable with the uniform distribution on [0, 1]. To sample tc, we can adopt the following strategy. We first sample u from the uniform distribution on [0, 1], draw an initial condition gc(0) from p, and then simulate the sample path (gc(t))t0, keeping track of the integral Ðt 0 gc(s) ds. We take tc to be first time t when this integral hits the value (2lnu).
Where u is an independent random variable with the uniform distribution on [0, 1]. To sample tc, we can adopt the following strategy. We first sample u from the uniform distribution on [0, 1], draw an initial condition gc(0) from p, and then simulate the sample path (gc(t))t0, keeping track of the integral Ðt 0 gc(s) ds. We take tc to be first time t when this integral hits the value (2lnu).
