The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain (Q2229032): Difference between revisions

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-.1016/j.matcom.2015.07.004
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+First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path
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+Hitting time for Bessel processes-walk on moving spheres algorithm (WoMS)
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+A random walk on rectangles algorithm
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+Some Continuous Monte Carlo Methods for the Dirichlet Problem
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+Integral Formulation of the Boundary Value Problems and the Method of Random Walk on Spheres
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+Q5600531
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+.1016/J.MATCOM.2015.07.004
@@ Property / DOI: 10.1016/J.MATCOM.2015.07.004 / rank @@
+Normal rank