collaborators

1 paper

math.PR2026

Monte Carlo Approximations of Time-Nonlocal Diffusions in Bounded Domains

Ivan Biočić, Daniel E. Cedeño-Girón, Aleksandar Mijatović +1

We develop and analyze a Monte Carlo method for sampling killed anomalous diffusions obtained by time-changing Brownian motion with drift by the inverse of a subordinator. The meth…