The following pages link to Samuel Herrmann (Q210676):
Displaying 29 items.
- Hitting time for Bessel processes-walk on moving spheres algorithm (WoMS) (Q389064) (← links)
- Stationary measures for self-stabilizing processes: asymptotic analysis in the small noise limit (Q638367) (← links)
- Large deviations and a Kramers' type law for self-stabilizing diffusions (Q939074) (← links)
- (Q981022) (redirect page) (← links)
- Non-uniqueness of stationary measures for self-stabilizing processes (Q981024) (← links)
- Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: a large deviations approach (Q997407) (← links)
- Initial-boundary value problem for the heat equation -- a stochastic algorithm (Q1661575) (← links)
- The exit problem for diffusions with time-periodic drift and stochastic resonance (Q1774209) (← links)
- Boundedness and convergence of some self-attracting diffusions (Q1865693) (← links)
- Exact simulation of the first passage time through a given level of jump diffusions (Q2079352) (← links)
- Exit problem for Ornstein-Uhlenbeck processes: a random walk approach (Q2188138) (← links)
- Approximation of exit times for one-dimensional linear diffusion processes (Q2210603) (← links)
- The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain (Q2229032) (← links)
- Exact simulation of the first-passage time of diffusions (Q2316185) (← links)
- Simulation of hitting times for Bessel processes with non-integer dimension (Q2405172) (← links)
- Rate of convergence of some self-attracting diffusions (Q2485751) (← links)
- Phénomène de Peano et grandes déviations (Q2741010) (← links)
- Persistent random walks, variable length Markov chains and piecewise deterministic Markov processes (Q2860794) (← links)
- (Q2872512) (← links)
- Statistics of transitions for Markov chains with periodic forcing (Q3453141) (← links)
- The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach (Q3464423) (← links)
- FROM PERSISTENT RANDOM WALK TO THE TELEGRAPH NOISE (Q3578405) (← links)
- Système de processus auto-stabilisants (Q4424999) (← links)
- BARRIER CROSSINGS CHARACTERIZE STOCHASTIC RESONANCE (Q4797315) (← links)
- Exact simulation of first exit times for one-dimensional diffusion processes (Q5108959) (← links)
- (Q5718844) (← links)
- A singular large deviations phenomenon (Q5946884) (← links)
- Strong approximation of some particular one-dimensional diffusions (Q6120379) (← links)
- Strong approximation of Bessel processes (Q6164838) (← links)
