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The walk on moving spheres: A new tool for simulating Brownian motion’s exit time from a domain

By M. Deaconu, S. Herrmann and S. Maire
Publisher: Elsevier BV
Year: 2015
DOI identifier: 10.1016/j.matcom.2015.07.004
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Provided by: MUCC (Crossref)
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  • http://arxiv.org/pdf/1401.3695 (external link)
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