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20052022
most citedSome remarks on first passage of Levy processes, the American put and pasting principles

185 citations · 819 across the 64 of their papers we have counts for

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math.NA2016

Unbiased `walk-on-spheres' Monte Carlo methods for the fractional Laplacian

Andreas E. Kyprianou, Ana Osojnik, Tony Shardlow

We consider Monte Carlo methods for simulating solutions to the analogue of the Dirichlet boundary-value problem in which the Laplacian is replaced by the fractional Laplacian and…