273 citations
- Université de BourgogneFR417 papers
- Centre National de la Recherche ScientifiqueFR227 papers
- Université Bourgogne Franche-ComtéFR51 papers
- Laboratoire de Mathématiques Blaise PascalFR17 papers
- Institut national de recherche en sciences et technologies du numériqueFR12 papers
- Sorbonne UniversitéFR12 papers
- Université Paris-SudFR12 papers
- Institut de Mathématiques de BordeauxFR11 papers
- Institut Montpelliérain Alexander GrothendieckFR10 papers
- Laboratoire de Mathématiques d'OrsayFR10 papers
- Laboratoire de Physique de l'ENS de LyonFR10 papers
- Laboratoire Interdisciplinaire Carnot de BourgogneFR10 papers
Showing 2019 · math.PRShow all
3 papers · 2 filters
math.PR2019★ 2 cited
Approximation of exit times for one-dimensional linear and growth diffusion processes
Samuel Herrmann, Nicolas Massin
In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm was already introduced in both the B…
math.PR2019
Exact simulation of first exit times for one-dimensional diffusion processes
Samuel Herrmann, C. Zucca
The simulation of exit times for diffusion processes is a challenging task since it concerns many applications in different fields like mathematical finance, neuroscience, reliabil…
math.PR2019★ 4 cited
The random walk on the random connection model
Ercan Sönmez, Arnaud Rousselle
We study the behavior of the random walk in a continuum independent long-range percolation model, in which two given vertices and are connected with probability that asympt…