"Improved Simulation for the Killed Brownian Motion in a Cone."

Stéphane Menozzi (2006)

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DOI: 10.1137/050636966

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type: Journal Article

metadata version: 2020-05-11

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Stéphane Menozzi:
Improved Simulation for the Killed Brownian Motion in a Cone. SIAM J. Numer. Anal. 44(6): 2610-2632 (2006)

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