Items where Author is "Ichiba, Tomoyuki"

Ichiba, Tomoyuki and Kardaras, Constantinos ORCID: 0000-0001-6903-4506 (2011) Efficient estimation of one-dimensional diffusion first passage time densities via Monte Carlo simulation. Journal of Applied Probability, 48 (3). pp. 699-712. ISSN 0021-9002