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math.PR2002★ 1 cited
An Optimal Skorokhod Embedding for Diffusions
A. M. G. Cox, D. G. Hobson
Given a Brownian motion and a general target law (not necessarily centered or even integrable) we show how to construct an embedding of in . This embedding is an e…
cond-mat.stat-mech2002
Computational strategies for mapping equilibrium phase diagrams
A. D. Bruce, N. B. Wilding
We survey the portfolio of computational strategies available for tackling the generic problems of phase behavior - free-energy-estimation and coexistence-curve mapping.