Probability tree algorithm for general diffusion processes
Lester Ingber, C. Chen, Radu Paul Mondescu, David Muzzall, Marco Antonio Renedo · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 2001
Motivated by path-integral numerical solutions of diffusion processes, PATHINT, we present a tree algorithm, PATHTREE, which permits extremely fast accurate computation of probability distributions of a large class of general nonlinear diffusion processes.