The simulation of phase trajectories of a diffusion process in a bounded domain (Q4363292)

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scientific article; zbMATH DE number 1087036
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The simulation of phase trajectories of a diffusion process in a bounded domain
scientific article; zbMATH DE number 1087036

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    The simulation of phase trajectories of a diffusion process in a bounded domain (English)
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    25 May 1998
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    mean-square approximation
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    random walk
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    Markov chain
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    exit point
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