Pages that link to "Item:Q3464423"
From MaRDI portal
The following pages link to The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach (Q3464423):
Displaying 15 items.
- Vanishing corrections for the position in a linear model of FKPP fronts (Q512317) (← links)
- Simulation of first-passage times for alternating Brownian motions (Q812973) (← links)
- Inverse method of images (Q1611563) (← links)
- First hitting time distributions for Brownian motion and regions with piecewise linear boundaries (Q1739356) (← links)
- Exact simulation for the first hitting time of Brownian motion and Brownian bridge (Q2105352) (← links)
- Exact simulation of the first-passage time of diffusions (Q2316185) (← links)
- Existence and regularity of law density of a pair (diffusion, first component running maximum) (Q2322681) (← links)
- Simulation of Brownian motion at first-passage times (Q2479441) (← links)
- The first-passage density of the Brownian motion process to a curved boundary (Q4018323) (← links)
- Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary (Q5193442) (← links)
- An Efficient Algorithm to Simulate a Brownian Motion Over Irregular Domains (Q5268747) (← links)
- With or without replacement? Sampling uncertainty in Shepp’s urn scheme (Q6102059) (← links)
- The inverse first-passage time problem as hydrodynamic limit of a particle system (Q6164874) (← links)
- Bridging socioeconomic pathways of \(\mathrm{CO}_2\) emission and credit risk (Q6549628) (← links)
- First passage density of Brownian motion with two-sided piecewise linear boundaries (Q6580090) (← links)
