Abstract
An efficient binary technique is presented for determining, to prescribed accuracy, the location of the zeros of a stochastic functionB(x) that is a classical one-dimension Brownian motion.
Zusammenfassung
Zur Bestimmung der Lage der Nullstellen einer stochastischen FunktionB(x), die eine klassische eindimensionale Brownsche Bewegung mit vorgeschriebener Genauigkeit darstellt, wird eine effiziente binäre Technik vorgeschlagen.
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This research was supported in part by National Science Foundation grant IST-7921977 and by Office of Naval Research contract N00014-76-C-0330.
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Knuth, D.E. An algorithm for Brownian zeroes. Computing 33, 89–94 (1984). https://doi.org/10.1007/BF02243079
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DOI: https://doi.org/10.1007/BF02243079