Please use this identifier to cite or link to this item: http://hdl.handle.net/2381/20070
Title: Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations
Authors: Milstein, GN
Milstein, GN
Tretyakov, MV
Tretyakov, MV
First Published: 10-Jun-2004
Citation: JOURNAL OF COMPUTATIONAL PHYSICS, 2004, 197 (1), pp. 275-298
DOI Link: 10.1016/j.jcp.2003.12.001
ISSN: 0021-9991
Links: http://hdl.handle.net/2381/20070
Type: Journal Article
Appears in Collections:Published Articles, Dept. of Mathematics

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