exitbm

MaRDI QIDQ44979swMATHFDO

Official website http://exitbm.gforge.inria.fr

Cited in

(3)

• Exact simulation of first exit times for one-dimensional diffusion processes
• Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps
• Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method

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