Simulation of a stochastic process in a discontinuous layered medium
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Publication:428716
DOI10.1214/ECP.V16-1686zbMath1243.60062MaRDI QIDQ428716
Publication date: 22 June 2012
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Monte Carlo simulationlocal timeoccupation timegeophysicspath decompositionskew Brownian motionfirst hitting timediscontinuous mediaBrownian Bridgelast passage time
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