The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach

Samuel Herrmann, Etienne Tanré. The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach. SIAM J. Scientific Computing, 38(1), 2016. [doi]

Authors

Samuel Herrmann

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Etienne Tanré

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