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
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2592871158 / rank | |||
Normal rank | |||
Revision as of 19:26, 19 March 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
