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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| English | Unbiased `walk-on-spheres' Monte Carlo methods for the fractional Laplacian |
scientific article; zbMATH DE number 6983856 |
Statements
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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0.78983074426651
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0.7735565304756165
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0.7675871253013611
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