PIECEWISE CONSTANT APPROXIMATION FOR MONTE-CARLO CALCULATION OF WIENER INTEGRALS

被引：1

|

作者：

VENTTSEL, AD

GLADYSHEV, SA

MILSHTEYN, GN

机构：

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 1985年 / 29卷 / 04期

关键词：

D O I：

10.1137/1129099

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

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页码：744 / 752

页数：9

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