Momte Carlo Simulation of killed diffusion
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Momte Carlo Simulation of killed diffusion. / Hausenblas, Erika.
in: Monte Carlo methods and applications, Jahrgang 6.2000, Nr. 4, 01.2000, S. 263-295.
in: Monte Carlo methods and applications, Jahrgang 6.2000, Nr. 4, 01.2000, S. 263-295.
Publikationen: Beitrag in Fachzeitschrift › Artikel › Forschung › (peer-reviewed)
Harvard
Hausenblas, E 2000, 'Momte Carlo Simulation of killed diffusion', Monte Carlo methods and applications, Jg. 6.2000, Nr. 4, S. 263-295. https://doi.org/10.1515/mcma.2000.6.4.263
APA
Vancouver
Hausenblas E. Momte Carlo Simulation of killed diffusion. Monte Carlo methods and applications. 2000 Jan;6.2000(4):263-295. doi: 10.1515/mcma.2000.6.4.263
Author
Bibtex - Download
@article{978db0560d33402f8370973b8da474b0,
title = "Momte Carlo Simulation of killed diffusion",
keywords = "First exit time, Numerical scheime, Stochastic analysis, Stochastic differential equations",
author = "Erika Hausenblas",
year = "2000",
month = jan,
doi = "10.1515/mcma.2000.6.4.263",
language = "English",
volume = "6.2000",
pages = "263--295",
journal = "Monte Carlo methods and applications",
issn = "0929-9629",
publisher = "de Gruyter",
number = "4",
}
RIS (suitable for import to EndNote) - Download
TY - JOUR
T1 - Momte Carlo Simulation of killed diffusion
AU - Hausenblas, Erika
PY - 2000/1
Y1 - 2000/1
KW - First exit time
KW - Numerical scheime
KW - Stochastic analysis
KW - Stochastic differential equations
UR - http://dx.doi.org/10.1515/mcma.2000.6.4.263
U2 - 10.1515/mcma.2000.6.4.263
DO - 10.1515/mcma.2000.6.4.263
M3 - Article
AN - SCOPUS:10244277683
VL - 6.2000
SP - 263
EP - 295
JO - Monte Carlo methods and applications
JF - Monte Carlo methods and applications
SN - 0929-9629
IS - 4
ER -
