The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain (Q2229032)
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scientific article; zbMATH DE number 7313797
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| English | The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain |
scientific article; zbMATH DE number 7313797 |
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The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain (English)
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19 February 2021
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walk on moving spheres method
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Bessel processes
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Brownian hitting time
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numerical algorithm
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