Piecewise Constant Approximation for the Monte-Carlo...

Piecewise Constant Approximation for the Monte-Carlo Calculation of Wiener Integrals

Vent-Tsel’, A. D., Gladyshev, S. A., Mil’shteyn, G. N.
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Volume:
29
Language:
english
Journal:
Theory of Probability & Its Applications
DOI:
10.1137/1129099
Date:
January, 1985
File:
PDF, 706 KB
english, 1985
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