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"Exact simulation of diffusion first exit times: algorithm acceleration."

Samuel Herrmann, Cristina Zucca (2022)

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DOI: —

access: open

type: Journal Article

metadata version: 2023-06-07

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  - electronic edition @ jmlr.org (open access)
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  dblp key:
  - journals/jmlr/HerrmannZ22
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  - https://dblp.org/rec/journals/jmlr/HerrmannZ22
Samuel Herrmann, Cristina Zucca:
Exact simulation of diffusion first exit times: algorithm acceleration. J. Mach. Learn. Res. 23: 138:1-138:20 (2022)

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