Stochastic first passage time accelerated with CUDA.
Vincenzo PierroLuigi TroianoElena MejutoGiovanni FilatrellaPublished in: J. Comput. Phys. (2018)
Keyphrases
- stochastic process
- monte carlo
- database
- brownian motion
- parallel implementation
- stochastic optimization
- neural network
- gpu accelerated
- general purpose
- parallel computing
- stochastic processes
- stochastic nature
- stochastic approximation
- stochastic models
- graphics hardware
- stochastic model
- search algorithm
- data structure
- similarity measure
- decision making