Subject: Exit time -- Linear diffusion -- Random walk -- Generalized spheroids -- Stochastic algorithm - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Subject Exit time -- Linear diffusion -- Random walk -- Generalized spheroids -- Stochastic algorithm

1. Approximation of exit times for one-dimensional linear diffusion processes. (15th September 2020)

Authors:: Herrmann, Samuel; Massin, Nicolas
Journal:: Computers & mathematics with applications
Issue:: Volume 80:issue 6(2020)
Page Start:: 1668
Record Type:: Journal Article
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