I am looking for references
- To: mathgroup at smc.vnet.net
- Subject: [mg29228] I am looking for references
- From: "Reghai, Adil" <Adil.Reghai at drkw.com>
- Date: Wed, 6 Jun 2001 04:24:17 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
I am looking for references for an algorithm for first passage time of Brownian motion for curved boundaries. Cheers Adil, ---------------------------------------------------------------------- If you have received this e-mail in error or wish to read our e-mail disclaimer statement and monitoring policy, please refer to http://www.drkw.com/disc/email/ or contact the sender. ----------------------------------------------------------------------