The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach (Q3464423)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach |
scientific article |
Statements
The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach (English)
0 references
27 January 2016
0 references
first-passage time
0 references
Brownian motion
0 references
potential theory
0 references
randomized algorithm
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references