The rate of convergence of the Walk on Spheres Algorithm

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dc.creatorBinder, Ilia
dc.creatorBraverman, Mark
dc.date2008-10-18
dc.date.accessioned2026-07-07T10:11:33Z
dc.date.available2026-07-07T10:11:33Z
dc.descriptionIn this paper we examine the rate of convergence of one of the standard algorithms for emulating exit probabilities of Brownian motion, the Walk on Spheres (WoS) algorithm. We obtain the complete characterization of the rate of convergence of WoS in terms of the local geomnetry of a domain.
dc.identifierhttps://arxiv.org/abs/0810.3343
dc.identifierhttp://arxiv.org/abs/0810.3343
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/171897
dc.subjectProbability
dc.subjectClassical Analysis and ODEs
dc.subject60G42, 65C05, 31B25, 31B05
dc.titleThe rate of convergence of the Walk on Spheres Algorithm
dc.typetext

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