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 Cet article a éte moissonné depuis la source Math-Net.Ru

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@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},
     year = {1984},
     volume = {29},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1984_29_4_a6/}
}
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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/