Approximation of exit times for one-dimensional linear diffusion processes (Q2210603)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Approximation of exit times for one-dimensional linear diffusion processes |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of exit times for one-dimensional linear diffusion processes |
scientific article |
Statements
Approximation of exit times for one-dimensional linear diffusion processes (English)
0 references
7 November 2020
0 references
exit time
0 references
linear diffusion
0 references
random walk
0 references
generalized spheroids
0 references
stochastic algorithm
0 references
0 references
0 references
