Section: Software

Exitbm library

Participant : Antoine Lejay [ correspondant ] .

The exitbm library is a C library which allows one to simulate quantities and random variables related to the first exit time and position of the Brownian motion of some particular domains, and may be used in various simulation techniques such as the random walk on spheres or random walk on rectangles. This software is available at http://exitbm.gforge.inria.fr .