Some evaluations for continuous Monte Carlo method by using Brownian hitting process

DOI10.1007/BF01831723zbMATH Open0103.11801MaRDI QIDQ774770FDOQ774770

Authors: Minoru Motoo 

Publication date: 1959

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

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zbMATH Keywords

probability theory

Cites Work

• Some Continuous Monte Carlo Methods for the Dirichlet Problem

Cited In (9)

• A supplement to sowey's bibliography on random number generation and related topics
• Integral and probabilistic representations for systems of elliptic equations
• Approximation of exit times for one-dimensional linear diffusion processes
• A method for generating uniformly distributed points on \(N\)-dimensional spheres
• Random walk on spheres method for solving drift-diffusion problems
• Initial-boundary value problem for the heat equation -- a stochastic algorithm
• Exit problem for Ornstein-Uhlenbeck processes: a random walk approach
• The rate of convergence of the walk on spheres algorithm
• To the theory of the estimators of the Monte Carlo method which are connected with a ``random walk by spheres

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