V. A. Kanevskii, G. Sh. Lev, “The simulation of an exit point of a Brownian motion on the surface of a sphere”, Zh. Vychisl. Mat. Mat. Fiz., 1977, Volume 17, Number 3,Pages <nobr>763

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Zh. Vychisl. Mat. Mat. Fiz., 1977 Volume 17, Number 3, Pages 763–764 (Mi zvmmf5892)

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Scientific communications

The simulation of an exit point of a Brownian motion on the surface of a sphere

V. A. Kanevskii, G. Sh. Lev

Novosibirsk, Barnaul

UDC: 518:519.2

Received: 19.12.1975

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English version: USSR Computational Mathematics and Mathematical Physics, 1977, 17:3, 196–198

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