Pages that link to "Item:Q389064"

The following pages link to Hitting time for Bessel processes-walk on moving spheres algorithm (WoMS) (Q389064):

Displaying 12 items.

• On an approach to boundary crossing by stochastic processes (Q335661) (← links)
• Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score (Q744244) (← links)
• Approximating exit times of continuous Markov processes (Q784312) (← links)
• Lie symmetries methods in boundary crossing problems for diffusion processes (Q829565) (← links)
• Initial-boundary value problem for the heat equation -- a stochastic algorithm (Q1661575) (← links)
• Efficient simulation of the Schrödinger equation with a piecewise constant positive potential (Q1997710) (← links)
• The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain (Q2229032) (← links)
• An integral equation for Root's barrier and the generation of Brownian increments (Q2354891) (← links)
• Walk on spheres algorithm for Helmholtz and Yukawa equations via Duffin correspondence (Q2397966) (← links)
• Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps (Q2446752) (← links)
• Strong approximation of some particular one-dimensional diffusions (Q6120379) (← links)
• Strong approximation of Bessel processes (Q6164838) (← links)