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Trapping of Planar Brownian Motion: Full First Passage Time Distributions by Kinetic Monte-Carlo, Asymptotic and Boundary Integral Methods.
Jake Cherry
Alan E. Lindsay
Adrian Navarro Hernandez
Bryan D. Quaife
Published in:
CoRR (2021)
Keyphrases
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monte carlo
monte carlo simulation
brownian motion
stochastic process
monte carlo tree search
quasi monte carlo
cost function
least squares
markov chain
particle filter
parameter estimation