Section: New Software and Platforms

ExitBM

Functional Description: The exitbm library provides methods to simulate random variables related to the first exit time and position of the Brownian motion from simple domains, namely intervals, squares and rectangles.

• Participants: Antoine Lejay and Madalina Deaconu

• Contact: Antoine Lejay

• URL: http://exitbm.gforge.inria.fr/