Unbiased 'walk-on-spheres' Monte Carlo methods for the fractional Laplacian (2018)

First Author: Kyprianou A
Attributed to:  Real-valued self-similar Markov processes and their applications funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1093/imanum/drx042

Publication URI: http://dx.doi.org/10.1093/imanum/drx042

Type: Journal Article/Review

Parent Publication: IMA Journal of Numerical Analysis

Issue: 3