Work

Exact numerical simulation of the Ornstein-Uhlenbeck process and its integral

Year: 1996

Type: article

Source: Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics

DOI: 10.1103/physreve.54.2084

Author: Daniel T. Gillespie

Language: English

Topic: Numerical Solvers for Ordinary Differential Equations

Subfield: Numerical Analysis

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W1997461667

FWCI: 1.54

Cites: 16

Cited by: 585

Related to: 10