Simulation of Brownian motion at first-passage times
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Publication:2479441
DOI10.1016/j.matcom.2007.01.038zbMath1135.60329OpenAlexW1966027515MaRDI QIDQ2479441
Publication date: 26 March 2008
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2007.01.038
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