Update links to Julia documentation

[yvonnefroehlich]

Description of proposed changes

Fixes #8944 (part I).

Reminders

• Make sure that your code follows our style. Use the other functions/files as a basis.
• Add tests for new features or tests that would have caught the bug that you're fixing.
• Describe changes to function behavior and arguments in a comment below the function declaration.
• If adding new functionality, add a detailed description to the documentation and/or an example.