TY  - JOUR
AU  - S. A. Gusev
TI  - Monte Carlo estimates of derivatives with respect to parameters of the solution of the parabolic equation based on numerical~SDE solution
JO  - Sibirskij žurnal vyčislitelʹnoj matematiki
PY  - 2005
SP  - 297
EP  - 306
VL  - 8
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/SJVM_2005_8_4_a3/
LA  - ru
ID  - SJVM_2005_8_4_a3
ER  -