The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain (Q2229032): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| (One intermediate revision by the same user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1016/j.matcom.2015.07.004 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.MATCOM.2015.07.004 / rank | |||
Normal rank | |||
Latest revision as of 14:17, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain |
scientific article |
Statements
The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain (English)
0 references
19 February 2021
0 references
walk on moving spheres method
0 references
Bessel processes
0 references
Brownian hitting time
0 references
numerical algorithm
0 references
0 references
0 references
0 references
0 references
