"The walk on moving spheres: A new tool for simulating Brownian motion's ..."

Madalina Deaconu, Samuel Herrmann, Sylvain Maire (2017)

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DOI: 10.1016/J.MATCOM.2015.07.004

access: closed

type: Journal Article

metadata version: 2020-03-04

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Madalina Deaconu, Samuel Herrmann, Sylvain Maire:
The walk on moving spheres: A new tool for simulating Brownian motion's exit time from a domain. Math. Comput. Simul. 135: 28-38 (2017)

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