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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 1970, Volume 10, Number 6, Pages 1375–1384 (Mi zvmmf6939)  
On a Monte Carlo method algorithm for computing functionals defined by the paths of a non-linear set of stochastic differential equations

Yu. N. Kondyurin

Sverdlovsk
Full-text PDF (1031 kB)
Received: 07.10.1969
Revised: 26.05.1970
English version:
USSR Computational Mathematics and Mathematical Physics, 1970, Volume 10, Issue 6, Pages 45–56
DOI: https://doi.org/10.1016/0041-5553(70)90182-5
Bibliographic databases:
Document Type: Article
UDC: 518:517.91/.94
MSC: Primary 34F05; Secondary 60H10
Language: Russian
Citation: Yu. N. Kondyurin, “On a Monte Carlo method algorithm for computing functionals defined by the paths of a non-linear set of stochastic differential equations”, Zh. Vychisl. Mat. Mat. Fiz., 10:6 (1970), 1375–1384; U.S.S.R. Comput. Math. Math. Phys., 10:6 (1970), 45–56
Citation in format AMSBIB
\Bibitem{Kon70}
\by Yu.~N.~Kondyurin
\paper On a Monte Carlo method algorithm for computing functionals defined by the paths of a non-linear set of stochastic differential equations
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 1970
\vol 10
\issue 6
\pages 1375--1384
\mathnet{http://mi.mathnet.ru/zvmmf6939}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=0283953}
\zmath{https://zbmath.org/?q=an:0249.34047}
\transl
\jour U.S.S.R. Comput. Math. Math. Phys.
\yr 1970
\vol 10
\issue 6
\pages 45--56
\crossref{https://doi.org/10.1016/0041-5553(70)90182-5}
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    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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