Continuous Path Brownian Trajectories for Diffusion Monte Carlo via First- and Last-Passage Distributions.

James A. Given Michael Mascagni Chi-Ok Hwang Continuous Path Brownian Trajectories for Diffusion Monte Carlo via First- and Last-Passage Distributions. 46-57 2001 conf/lssc/2001 LSSC http://link.springer.de/link/service/series/0558/bibs/2179/21790046.htm db/conf/lssc/lssc2001.html#GivenMH01