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most citedEffects of Wall Roughness on Coupled Flow and Heat Transport in Fractured Media

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math.PR2025

Fast Computation of Path Integrals of Killed Processes Using Confined Stochastic Bridges

Henrique B. N. Monteiro, Daniel M. Tartakovsky

Expectations of path integrals of killed stochastic processes play a central role in several applications across physics, chemistry, and finance. Simulation-based evaluation of the…