Pages that link to "Item:Q3933729"
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The following pages link to Accurate Evaluation of Stochastic Wiener Integrals with Applications to Scattering in Random Media and to Nonlinear Filtering (Q3933729):
Displaying 9 items.
- Unbiased Monte Carlo evaluation of certain functional integrals (Q1089719) (← links)
- An extension of the Black-Scholes model of security valuation (Q1106069) (← links)
- Unbiased multi-step estimators for the Monte Carlo evaluation of certain functional integrals (Q1111339) (← links)
- Conditional expectations of Brownian functionals and their applications (Q1122236) (← links)
- Approximation of some stochastic differential equations by the splitting up method (Q1186093) (← links)
- Approximation of Wiener integrals (Q1819921) (← links)
- Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes (Q2433776) (← links)
- On Simulating Wiener Integrals and Their Expectations (Q3416000) (← links)
- Lie-trotter product formulas for nonlinear filtering (Q3729759) (← links)
