Unbiased ‘walk-on-spheres’ Monte Carlo methods for the fractional Laplacian (Q4555982)

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scientific article; zbMATH DE number 6983856
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Unbiased ‘walk-on-spheres’ Monte Carlo methods for the fractional Laplacian
scientific article; zbMATH DE number 6983856

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    Unbiased ‘walk-on-spheres’ Monte Carlo methods for the fractional Laplacian (English)
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    23 November 2018
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    walk-on-spheres
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    fractional Laplacian
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    Lévy processes
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    Monte Carlo methods
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