scientific article; zbMATH DE number 5227637
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Publication:5436617
zbMath1137.60044arXivmath/0601775MaRDI QIDQ5436617
Olli Wallin, Paavo H. Salminen
Publication date: 17 January 2008
Full work available at URL: https://arxiv.org/abs/math/0601775
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
hitting timesEuler schemenumerical algorithmsCrank-Nikolson schemeperpetual integral functionals of diffusions
Brownian motion (60J65) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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