Teoriâ veroâtnostej i ee primeneniâ, Tome 29 (1984) no. 4, pp. 715-722
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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/
@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/}
}
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
UR - http://geodesic.mathdoc.fr/item/TVP_1984_29_4_a6/
LA - ru
ID - TVP_1984_29_4_a6
ER -
%0 Journal Article
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%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
%U http://geodesic.mathdoc.fr/item/TVP_1984_29_4_a6/
%G ru
%F TVP_1984_29_4_a6
