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Samuel Herrmann

Identifiers

  • name variant Samuel Herrmann 0.60 · backfill

Papers (7)

  1. The first-passage time of the Brownian motion to a curved boundary: an algorithmic approach math.PR · 2015 · author #1
  2. Simulation of hitting times for Bessel processes with non integer dimension math.PR · 2014 · author #2
  3. Persistent random walks, variable length Markov chains and piecewise deterministic Markov processes math.PR · 2012 · author #3
  4. Hitting time for Bessel processes - walk on moving spheres algorithm (WoMS) math.PR · 2011 · author #2
  5. Large deviations and a Kramers' type law for self-stabilizing diffusions math.PR · 2006 · author #1
  6. The exit problem for diffusions with time-periodic drift and stochastic resonance math.PR · 2005 · author #1
  7. Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: A large deviations approach math.PR · 2004 · author #1

Mentions

  • 1501.07060 #1 · backfill · confidence 0.70 Samuel Herrmann
  • 1401.4843 #2 · backfill · confidence 0.70 Samuel Herrmann
  • 1208.3358 #3 · backfill · confidence 0.70 Samuel Herrmann
  • 1111.3736 #2 · backfill · confidence 0.70 Samuel Herrmann

Frequent Coauthors