content_image/325724.jpg content_image/325723.jpg content_image/325722.jpg content_image/325721.jpg
approaches (Thongmoon and McKibbin, 2006), 

with initial and boundary conditions 

The complementary SDE for this system is 

which, when transformed using the Lamperti transform, becomes 

<img src='content_image/325724.jpg'>

<img src='content_image/325723.jpg'>

<img src='content_image/325722.jpg'>

<img src='content_image/325721.jpg'>

where y = x √$_{2}$$_{a}$ . The boundaries for the transformed SDE are 0 and 1 √$_{2}$$_{a}$ . 

Note that accepting proposed paths from this SDE does not require sampling from a Poisson process, owing to the fact that φ ( v ) is constant. Whilst this example is not fully demonstrative of the EA approach, it offers an analytical solution for comparison (Thongmoon and McKibbin, 2006). 

