… and first-passage times by Monte Carlo simulations 12 . The sampling approach has several
advantages. First, a diffusion model is … of four methods for simulating the diffusion process. …

… of the involved diffusion processes. … time randomization procedure, we show that it is
possible to reconstruct the survival probability distribution from a sample of first-passage times. …

… method for simulating directly the first-passage time \(\tau _L\) without building the whole paths
of the diffusion process … on the second hand a Monte Carlo procedure in order to estimate …

… Stochastic methods for solving boundary value problems for … expectations in the space of
diffusion processes [1]. Implementation … governing the trajectories of the diffusion processes [2]. …

… diffusion process, we determine the joint density of the first passage times of the process to
some … Indeed it allows to switch from a Monte Carlo simulation method [37] to a deterministic …

… distribution of anomalous diffusion processes may be … instance, for processes characterised
by scale-free trapping time … (dots) obtained through Monte Carlo simulations are in full …

… We focus on the case of a diffusion term vanishing linearly at the absorbing point. In this case,
… (19) and the Monte Carlo simulations of the discrete random walker (RW) process. In the …

… diffusion processes was recently reported in [88]. Figure 2(b) shows the relative error of our
approximation for diffusion … -time asymptotic behaviour and Monte Carlo simulations results …

… (29) gives a value of 0.0642, while their umbrella sampling Monte Carlo method yielded βΔG
* /… birth-death processes, in particular, those that include a diffusive barrier-crossing event. …

… We generate benchmark values using Monte Carlo simulation, which is a methodology
widely used in various contexts (see Glasserman 2004, Asmussen and Glynn 2007). Lépingle (…