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"Simulation of Brownian motion at first-passage times."

Zaeem A. Burq, Owen D. Jones (2008)

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DOI: 10.1016/J.MATCOM.2007.01.038

access: closed

type: Journal Article

metadata version: 2020-03-04

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Zaeem A. Burq, Owen D. Jones:
Simulation of Brownian motion at first-passage times. Math. Comput. Simul. 77(1): 64-71 (2008)

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