An improved algorithm for the estimation of the mean first passage time of ordinary stochastic differential equations (Q1923719)
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scientific article; zbMATH DE number 933320
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| English | An improved algorithm for the estimation of the mean first passage time of ordinary stochastic differential equations |
scientific article; zbMATH DE number 933320 |
Statements
An improved algorithm for the estimation of the mean first passage time of ordinary stochastic differential equations (English)
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10 October 1996
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mean first passage time
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stochastic differential equation
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algorithm
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Gaussian distributed random numbers
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0.89713705
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0.89467955
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0.89128846
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0.88559926
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0.88185394
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0.87850714
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