Simulation of exit times and positions for Brownian motions...

Simulation of exit times and positions for Brownian motions and Diffusions

Madalina Deaconu, Antoine Lejay
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Volume:
7
Year:
2007
Language:
english
Pages:
2
DOI:
10.1002/pamm.200700564
File:
PDF, 73 KB
english, 2007
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