2 citations · 2 across the 1 of their papers we have counts for
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Volume explored by a branching random walk on general graphs
Ignacio Bordeu, Saoirse Amarteifio, Rosalba Garcia-Millan +3
Branching processes are used to model diverse social and physical scenarios, from extinction of family names to nuclear fission. However, for a better description of natural phenom…
Sampling first-passage times of fractional Brownian Motion using adaptive bisections
Benjamin Walter, Kay Joerg Wiese
We present an algorithm to efficiently sample first-passage times for fractional Brownian motion. To increase the resolution, an initial coarse lattice is successively refined clos…
Extreme Events for Fractional Brownian Motion with Drift: Theory and Numerical Validation
Maxence Arutkin, Benjamin Walter, Kay Joerg Wiese
We study the first-passage time, the distribution of the maximum, and the absorption probability of fractional Brownian motion of Hurst parameter with both a linear and a non-l…