Simulation of reflected Brownian motion on two dimensional wedges (Q2680400)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of reflected Brownian motion on two dimensional wedges |
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Simulation of reflected Brownian motion on two dimensional wedges (English)
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2 January 2023
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reflected Brownian motion
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wedge
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hitting times
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reflection principle
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method of images
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Monte Carlo simulation
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