Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Exit problem for Ornstein-Uhlenbeck processes: a random walk approach   In order to approximate the exit time of a one-dimensional diffusion process,
we propose an algorithm based on a random walk. Such an algorithm so-called
Walk on Moving Spheres was already introduced in the Brownian context. The aim
is therefore to generalize this numerical approach to the Ornstein-Uhlenbeck
process and to describe the efficiency of the method.

29
The categories of this paper are: funct-an
33
The categories of this paper are: plasm-ph
24
The categories of this paper are: dg-ga
14
The categories of this paper are: math-ph
27
The categories of this paper are: comp-gas
30
The categories of this paper are: q-alg
0
The categories of this paper are: hep-ph
21
The categories of this paper are: adap-org
10
The categories of this paper are: q-bio
35
The categories of this paper are: mtrl-th
3
The categories of this paper are: physics
1
The categories of this paper are: cs
7
The categories of this paper are: hep-th
25
The categories of this paper are: patt-sol
19
The categories of this paper are: eess
20
The categories of this paper are: acc-phys