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A Monte Carlo Method for the Simulation of First Passage Times of Diffusion Processes

✍ Scribed by Maria Teresa Giraudo; Laura Sacerdote; Cristina Zucca

Book ID: 110309992
Publisher: Springer US
Year: 2001
Tongue: English
Weight: 135 KB
Volume: 3
Category: Article
ISSN: 1387-5841
DOI: 10.1023/a:1012261328124

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