The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach (Q3464423)
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scientific article; zbMATH DE number 6536066
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| English | The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach |
scientific article; zbMATH DE number 6536066 |
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The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach (English)
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27 January 2016
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first-passage time
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Brownian motion
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potential theory
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randomized algorithm
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0.89858186
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0.8858775
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0.88443404
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