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Teoriya Veroyatnostei i ee Primeneniya, 1984, Volume 29, Issue 4, Pages 715–722
(Mi tvp2124)
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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
Received: 25.10.1982
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
Linking options:
https://www.mathnet.ru/eng/tvp2124 https://www.mathnet.ru/eng/tvp/v29/i4/p715
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