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The walk on moving spheres: A new tool for simulating Brownian motion's exit time from a domain.
Madalina Deaconu
Samuel Herrmann
Sylvain Maire
Published in:
Math. Comput. Simul. (2017)
Keyphrases
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brownian motion
optimal stopping
stochastic process
vector valued
optimal control
diffusion process
random walk
differential equations
image processing
domain adaptation
heavy traffic
random variables