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ArticleA Random Walk on Rectangles Algorithm

Mädälina Deaconu2006

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Articlegreen2006

A Random Walk on Rectangles Algorithm

Mädälina Deaconu · Antoine Lejay

54 citations·0/0 files stored·Methodology And Computing In Applied Probability

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Stochastic processes and financial applications Stochastic processes and statistical mechanics Point processes and geometric inequalities

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2005On the transition densities for reflected diffusions

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Year2006

Typearticle

Published2006-03-01

VenueMethodology And Computing In Applied Probability

ISSN-L1387-5841

Languageen

Citations54

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s11009-006-7292-3

openalex_workW2019720802

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