A Monte Carlo method for the simulation of first passage times of diffusion processes
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Publication:1610840
DOI10.1023/A:1012261328124zbMath1002.60066MaRDI QIDQ1610840
Cristina Zucca, Maria Teresa Giraudo, Laura Sacerdote
Publication date: 20 August 2002
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Monte Carlo methods (65C05) Signal detection and filtering (aspects of stochastic processes) (60G35) General theory of stochastic processes (60G07) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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