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Samuel Herrmann (IMB)

Identifiers

  • name variant Samuel Herrmann (IMB) 0.60 · backfill

Papers (6)

  1. Exact simulation of first exit times for one-dimensional diffusion processes math.PR · 2019 · author #1
  2. Exact simulation of the first-passage time of diffusions math.PR · 2017 · author #1
  3. Initial-Boundary Value Problem for the heat equation - A stochastic algorithm math.PR · 2016 · author #2
  4. Mean-field limit versus small-noise limit for some interacting particle systems math.PR · 2014 · author #1
  5. The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain math.PR · 2014 · author #2
  6. Statistics of transitions for Markov chains with periodic forcing math.PR · 2013 · author #1

Mentions

  • 1905.04883 #1 · arxiv_oai · confidence 0.70 Samuel Herrmann (IMB)
  • 1409.1159 #1 · backfill · confidence 0.70 Samuel Herrmann (IMB)
  • 1401.3695 #2 · backfill · confidence 0.70 Samuel Herrmann (IMB)
  • 1303.6617 #1 · backfill · confidence 0.70 Samuel Herrmann (IMB)

Frequent Coauthors