The following preprint is available:
%A L. Ingber
%A C. Chen
%A R.P. Mondescu
%A D. Muzzall
%A M. Renedo
%T Probability tree algorithm for general diffusion processes
%D 2001
%O URL http://www.ingber.com/path01_pathtree.ps.gz
ABSTRACT
Motivated by path-integral numerical solutions of diffusion
processes, PATHINT, we present a new tree algorithm, PATHTREE,
which permits extremely fast accurate computation of probability
distributions of a large class of general nonlinear diffusion
processes.
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Prof. Lester Ingber <[log in to unmask]> http://www.ingber.com/
PO Box 06440 Sears Tower Chicago IL 60606-0440
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