The simulation of phase trajectories of a diffusion process in a bounded domain (Q4363292)
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scientific article; zbMATH DE number 1087036
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The simulation of phase trajectories of a diffusion process in a bounded domain |
scientific article; zbMATH DE number 1087036 |
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The simulation of phase trajectories of a diffusion process in a bounded domain (English)
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25 May 1998
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mean-square approximation
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random walk
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Markov chain
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exit point
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