A numerical method for solving snapping out Brownian motion in 2D bounded domains (Q6048457)
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scientific article; zbMATH DE number 7748065
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical method for solving snapping out Brownian motion in 2D bounded domains |
scientific article; zbMATH DE number 7748065 |
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A numerical method for solving snapping out Brownian motion in 2D bounded domains (English)
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10 October 2023
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Brownian motion
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semi-permeable interfaces
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diffusion
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Monte Carlo
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local time
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