"Computing mean first exit times for stochastic processes using multi-level ..."

Desmond J. Higham, Mikolaj Roj (2012)

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DOI: 10.1109/WSC.2012.6465219

access: closed

type: Conference or Workshop Paper

metadata version: 2021-06-10

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Desmond J. Higham, Mikolaj Roj:
Computing mean first exit times for stochastic processes using multi-level Monte Carlo. WSC 2012: 30:1-30:10

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