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. This is a new software of 2015.

• Participants: Madalina Deaconu and Antoine Lejay

• Contact: Antoine Lejay

• URL: http://exitbm.gforge.inria.fr/