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Piecewise constant approximation for the Monte-Carlo calculation of Wiener integrals
A. D. Wentzell, S. A. Gladyšev, G. N. Mil'štein
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Theory of Probability and its Applications, 1985, 29:4, 744–752
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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
Citation in format AMSBIB
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http://mi.mathnet.ru/eng/tvp2124 http://mi.mathnet.ru/eng/tvp/v29/i4/p715
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