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|Abstract:||In this paper we examine the rate of convergence of one of the standard algorithms for emulating exit probabilities of Brownian motion, the Walk on Spheres (WoS) algorithm. We obtain a complete characterization of the rate of convergence of WoS in terms of the local geometry of a domain.|
|Citation:||Binder, Ilia, and Mark Braverman. "The rate of convergence of the walk on spheres algorithm." Geometric and Functional Analysis 22, no. 3 (2012): pp. 558-587. doi:10.1007/s00039-012-0161-z|
|Pages:||558 - 587|
|Type of Material:||Journal Article|
|Journal/Proceeding Title:||Geometric and Functional Analysis|
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