M. A. Marchenko, G. A. Mikhailov, “Weighted algorithms for the statistical modeling of diffusion processes”, Zh. Vychisl. Mat. Mat. Fiz., 2003, Volume 43, Number 4,Pages <nobr>571

JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2003 Volume 43, Number 4, Pages 571–584 (Mi zvmmf1034)

This article is cited in 3 papers

Weighted algorithms for the statistical modeling of diffusion processes

M. A. Marchenko, G. A. Mikhailov

Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences, Novosibirsk

UDC: 519.676

MSC: Primary 60J60; Secondary 60H10, 65C50

Received: 18.05.2002

English version: Computational Mathematics and Mathematical Physics, 2003, 43:4, 547–559

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