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Teoriya Veroyatnostei i ee Primeneniya, 1984, Volume 29, Issue 4, Pages 715–722 (Mi tvp2124)  

This article is cited in 2 scientific papers (total in 2 papers)

Piecewise constant approximation for the Monte-Carlo calculation of Wiener integrals

A. D. Wentzell, S. A. Gladyšev, G. N. Mil'štein
Full-text PDF (481 kB) Citations (2)
Received: 25.10.1982
English version:
Theory of Probability and its Applications, 1985, Volume 29, Issue 4, Pages 744–752
DOI: https://doi.org/10.1137/1129099
Bibliographic databases:
Language: Russian
Citation: A. D. Wentzell, S. A. Gladyšev, G. N. Mil'štein, “Piecewise constant approximation for the Monte-Carlo calculation of Wiener integrals”, Teor. Veroyatnost. i Primenen., 29:4 (1984), 715–722; Theory Probab. Appl., 29:4 (1985), 744–752
Citation in format AMSBIB
\Bibitem{VenGlaMil84}
\by A.~D.~Wentzell, S.~A.~Glady{\v s}ev, G.~N.~Mil'{\v s}tein
\paper Piecewise constant approximation for the Monte-Carlo calculation of Wiener integrals
\jour Teor. Veroyatnost. i Primenen.
\yr 1984
\vol 29
\issue 4
\pages 715--722
\mathnet{http://mi.mathnet.ru/tvp2124}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=773440}
\zmath{https://zbmath.org/?q=an:0595.65024|0582.65016}
\transl
\jour Theory Probab. Appl.
\yr 1985
\vol 29
\issue 4
\pages 744--752
\crossref{https://doi.org/10.1137/1129099}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1985AWG7300007}
Linking options:
  • https://www.mathnet.ru/eng/tvp2124
  • https://www.mathnet.ru/eng/tvp/v29/i4/p715
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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    Abstract page:300
    Full-text PDF :122
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