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An improved technique for the simulation of first passage times for diffusion processes - MaRDI portal

An improved technique for the simulation of first passage times for diffusion processes (Q4488761)

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scientific article; zbMATH DE number 1471462
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An improved technique for the simulation of first passage times for diffusion processes
scientific article; zbMATH DE number 1471462

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    An improved technique for the simulation of first passage times for diffusion processes (English)
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    9 July 2000
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