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The walk on moving spheres: A new tool for simulating Brownian motion’s exit time from a domain

M. Deaconu, S. Herrmann, S. Maire

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Source: Crossref

Published: May 1, 2017

DOI: 10.1016/j.matcom.2015.07.004

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The walk on moving spheres: A new tool for simulating Brownian motion’s exit time from a domain — Mathematical Frontier Network