On the rate of convergence to the boundary of some versions of the spherical process

DOI10.1016/0041-5553(86)90031-5zbMath0618.60067OpenAlexW1987708858MaRDI QIDQ4727953

N. Eh. Prigaro, V. V. Nekrutkin

Publication date: 1986

Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0041-5553(86)90031-5

zbMATH Keywords

boundary value problemsMonte-Carlo methodlogarithmic estimatespherical processes

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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