Stopping Time Moments

Version 1.0 (9.65 KB) by Nathan Cahill
Computes hitting time moments and stopping time moments of Brownian motion inside a 2-D region
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Updated 18 Aug 2016

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Given a 2-D "shape" or region, this code computes moments of random walk hitting and stopping times, as described in the paper:
L. Rolston and N. Cahill, "Interior and Exterior Shape Representations Using the Screened Poisson Equation," Proc. International Symposium CompIMAGE'16 - Computational Modeling of Objects Presented in Images: Fundamentals, Methods, and Applications, September 2016.

Cite As

Nathan Cahill (2024). Stopping Time Moments (https://www.mathworks.com/matlabcentral/fileexchange/58754-stopping-time-moments), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2015b
Compatible with any release
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Version Published Release Notes
1.0