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
收藏
页码：744 / 752
页数：9
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