Improved Simulation for the Killed Brownian Motion in a...

Improved Simulation for the Killed Brownian Motion in a Cone

Stéphane Menozzi
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Volume:
44
Year:
2006
Language:
english
Journal:
SIAM Journal on Numerical Analysis
DOI:
10.2307/40232909
File:
PDF, 1.91 MB
english, 2006
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