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Piecewise Constant Approximation for the Monte-Carlo Calculation of Wiener Integrals

✍ Scribed by Vent-Tsel’, A. D.; Gladyshev, S. A.; Mil’shteyn, G. N.


Book ID
118220558
Publisher
Society for Industrial and Applied Mathematics
Year
1985
Tongue
English
Weight
706 KB
Volume
29
Category
Article
ISSN
0040-585X

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