exitbm

swMATH33270MaRDI QIDQ44979FDOQ44979

Author name not available (Why is that?)

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

Cited In (3)

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

This page was built for software: exitbm