The Runge-Kutta method for calculation of Wiener integrals of functionals of exponential type
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 24 (1984) no. 8, pp. 1136-1149
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@article{ZVMMF_1984_24_8_a2,
author = {S. A. Gladyshev and G. N. Mil'shtein},
title = {The {Runge-Kutta} method for calculation of {Wiener} integrals of functionals of exponential type},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {1136--1149},
publisher = {mathdoc},
volume = {24},
number = {8},
year = {1984},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_1984_24_8_a2/}
}
TY - JOUR AU - S. A. Gladyshev AU - G. N. Mil'shtein TI - The Runge-Kutta method for calculation of Wiener integrals of functionals of exponential type JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 1984 SP - 1136 EP - 1149 VL - 24 IS - 8 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZVMMF_1984_24_8_a2/ LA - ru ID - ZVMMF_1984_24_8_a2 ER -
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S. A. Gladyshev; G. N. Mil'shtein. The Runge-Kutta method for calculation of Wiener integrals of functionals of exponential type. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 24 (1984) no. 8, pp. 1136-1149. http://geodesic.mathdoc.fr/item/ZVMMF_1984_24_8_a2/