MONTE-CARLO EVALUATION OF FUNCTIONALS OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL-EQUATIONS - VARIANCE REDUCTION AND NUMERICAL EXAMPLES

被引：27

作者：

WAGNER, W ^{[1
]}

机构：

[1] ACAD SCI GDR,KARL WEIERSTR INST MATH,DDR-1086 BERLIN,GER DEM REP

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 1988年 / 6卷 / 04期

关键词：

D O I：

10.1080/07362998808809161

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：447 / 468

页数：22

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