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

Author: 

Kyprianou, A
Osojnik, A
Shardlow, T

Publication Date: 

July 2018

Journal: 

IMA JOURNAL OF NUMERICAL ANALYSIS

Last Updated: 

2021-03-22T12:54:34.667+00:00

Issue: 

3

Volume: 

38

DOI: 

10.1093/imanum/drx042

page: 

1550-1578

Symplectic id: 

1053333

Download URL: 

Submitted to ORA: 

Not Submitted

Publication Type: 

Journal Article