activity
20092025
most citedOn the inverse first-passage-time problem for a Wiener process

49 citations · 76 across the 12 of their papers we have counts for

collaborators
Showing 2017Show all

1 paper · 1 filter

math.PR2017

Exact simulation of the first-passage time of diffusions

Samuel Herrmann, Cristina Zucca

Since diffusion processes arise in so many different fields, efficient tech-nics for the simulation of sample paths, like discretization schemes, represent crucial tools in applied…