Improved Simulation for the Killed Brownian Motion in a Cone (Q5434663)
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scientific article; zbMATH DE number 5223847
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved Simulation for the Killed Brownian Motion in a Cone |
scientific article; zbMATH DE number 5223847 |
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Improved Simulation for the Killed Brownian Motion in a Cone (English)
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7 January 2008
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discretely killed Brownian motion
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nonsmooth domains
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overshoot above the boundary
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domain correction
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numerical examples
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error expansion
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convergence
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Dirichlet problem
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