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Teor. Veroyatnost. i Primenen., 1984, Volume 29, Issue 4, Pages 715–722 (Mi tvp2124)  

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

A. D. Wentzell, S. A. Gladyšev, G. N. Mil'štein


Full text: PDF file (481 kB)

English version:
Theory of Probability and its Applications, 1985, 29:4, 744–752

Bibliographic databases:

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
\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://www.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{http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&DestLinkType=FullRecord&DestApp=ALL_WOS&KeyUT=A1985AWG7300007}


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