Geodesic
Piecewise constant approximation for the Monte-Carlo calculation of Wiener integrals
Teoriâ veroâtnostej i ee primeneniâ, Tome 29 (1984) no. 4, pp. 715-722

Voir la notice de l'article provenant de la source Math-Net.Ru

@article{TVP_1984_29_4_a6,
     author = {A. D. Wentzell and S. A. Glady\v{s}ev and G. N. Mil'\v{s}tein},
     title = {Piecewise constant approximation for the {Monte-Carlo} calculation of {Wiener} integrals},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {715--722},
     publisher = {mathdoc},
     volume = {29},
     number = {4},
     year = {1984},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1984_29_4_a6/}
}
TY  - JOUR
AU  - A. D. Wentzell
AU  - S. A. Gladyšev
AU  - G. N. Mil'štein
TI  - Piecewise constant approximation for the Monte-Carlo calculation of Wiener integrals
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1984
SP  - 715
EP  - 722
VL  - 29
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1984_29_4_a6/
LA  - ru
ID  - TVP_1984_29_4_a6
ER  - 
%0 Journal Article
%A A. D. Wentzell
%A S. A. Gladyšev
%A G. N. Mil'štein
%T Piecewise constant approximation for the Monte-Carlo calculation of Wiener integrals
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1984
%P 715-722
%V 29
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1984_29_4_a6/
%G ru
%F TVP_1984_29_4_a6
A. D. Wentzell; S. A. Gladyšev; G. N. Mil'štein. Piecewise constant approximation for the Monte-Carlo calculation of Wiener integrals. Teoriâ veroâtnostej i ee primeneniâ, Tome 29 (1984) no. 4, pp. 715-722. http://geodesic.mathdoc.fr/item/TVP_1984_29_4_a6/