On the Monte-Carlo estimation of the distribution function of a functional of the Wiener process

被引：0
|
作者：
Kharlamov, IV
机构：
来源：
PROBABILISTIC METHODS IN DISCRETE MATHEMATICS | 1997年
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D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A class of integral-type functionals of the Wiener process is studied. The Monte-Carlo approach to estimation of the distribution of such functionals is developed. The proximity between the studied functional and another simple functional is estimated.
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页码：279 / 284
页数：6
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