Vincent Liang

Publication Activity (10 Years)

Years Active: 2023-2023
Publications (10 Years): 1

Top Topics

Monte Carlo Method

Diffusion Process

Top Venues

J. Appl. Probab.

Publications

Vincent Liang, Konstantin Borovkov
On Markov chain approximations for computing boundary crossing probabilities of diffusion processes. J. Appl. Probab. 60 (4) (2023)