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Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation.
Christian Meier
Lingfei Li
Gongqiu Zhang
Published in:
Eur. J. Oper. Res. (2023)
Keyphrases
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markov chain
monte carlo method
monte carlo simulation
steady state
finite state
monte carlo
state space
transition probabilities
random walk
markov process
transition matrix
stochastic process
markov model
stationary distribution
approximation algorithms
mathematical model
anisotropic diffusion
image segmentation