Some evaluations for continuous Monte Carlo method by using Brownian hitting process
From MaRDI portal
Publication:774770
DOI10.1007/BF01831723zbMath0103.11801MaRDI QIDQ774770
Publication date: 1959
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Related Items (9)
Random walk on spheres method for solving drift-diffusion problems ⋮ Initial-boundary value problem for the heat equation -- a stochastic algorithm ⋮ Integral and probabilistic representations for systems of elliptic equations ⋮ To the theory of the estimators of the Monte Carlo method which are connected with a ``random walk by spheres ⋮ A method for generating uniformly distributed points on \(N\)-dimensional spheres ⋮ Exit problem for Ornstein-Uhlenbeck processes: a random walk approach ⋮ The rate of convergence of the walk on spheres algorithm ⋮ Approximation of exit times for one-dimensional linear diffusion processes ⋮ A supplement to sowey's bibliography on random number generation and related topics
Cites Work
This page was built for publication: Some evaluations for continuous Monte Carlo method by using Brownian hitting process
