Comparison between fixed and Gaussian st
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V. Ruiz Barlett; M. Hoyuelos; H.O. Mártin
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Article
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2011
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Elsevier Science
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English
⚖ 370 KB
We analyze the different degrees of accuracy of two Monte Carlo methods for the simulation of one-dimensional diffusion processes with homogeneous or spatial dependent diffusion coefficient that we assume correctly described by a differential equation. The methods analyzed correspond to fixed and Ga