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I. Biočić

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Preprint Sep 2026

Monte Carlo Approximations of Time-Nonlocal Diffusions in Bounded Domains

We develop and analyze a Monte Carlo method for sampling killed anomalous diffusions obtained by time-changing Brownian motion with drift by the inverse of a subordinator. The method targets probabilistic representations of time-nonlocal, including time-fractional, Cauchy--Dirichlet problems on bounded domains. Since i...

I. Biočić, Daniel E. Cedeño-Girón, Aleksandar Mijatovic et al. · 0 citations

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