Monte Carlo Algorithms for Finding the Maximum of a Random Walk with Negative Drift (Q5488990)
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scientific article; zbMATH DE number 5056743
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo Algorithms for Finding the Maximum of a Random Walk with Negative Drift |
scientific article; zbMATH DE number 5056743 |
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Monte Carlo Algorithms for Finding the Maximum of a Random Walk with Negative Drift (English)
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25 September 2006
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Brownian motion with drift
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Markov chain
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randomization
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