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"The First-passage Time of the Brownian Motion to a Curved Boundary: an ..."
Samuel Herrmann, Etienne Tanré (2016)
- Samuel Herrmann, Etienne Tanré:
The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach. SIAM J. Sci. Comput. 38(1) (2016)
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