Hitting time for Bessel processes—walk on moving spheres algorithm (WoMS)
Deaconu, Madalina; Herrmann, Samuel
- 期刊名称The Annals of Applied Probability
- 作者Deaconu, Madalina; Herrmann, Samuel
- 卷第23卷
- 期第6期
- 印刷ISSN1050-5164
- 文件大小315.38KB
- 发表时间2013-12
- DOI10.1214/12-AAP900
- 页码2259-2289