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// Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki
// Archive
Zh. Vychisl. Mat. Mat. Fiz.,
1970
Volume 10,
Number 6,
Pages
1375–1384
(Mi zvmmf6939)
On a Monte Carlo method algorithm for computing functionals defined by the paths of a non-linear set of stochastic differential equations
Yu. N. Kondyurin
Sverdlovsk
UDC:
518:517.91/.94
MSC:
Primary
34F05
; Secondary
60H10
Received:
07.10.1969
Revised:
26.05.1970
Fulltext:
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English version:
USSR Computational Mathematics and Mathematical Physics, 1970,
10
:6,
45–56
Bibliographic databases:
©
Steklov Math. Inst. of RAS
, 2024
Fulltext:
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