Local averaged path integration method approach for nonlinear dynamic systems (Q2008361): Difference between revisions

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+https://doi.org/10.1016/j.amc.2018.09.061
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+W2898249139
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+Fast and accurate pricing of discretely monitored barrier options by numerical path integration
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+The path integral approach to financial modeling and options pricing
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+A Cell Mapping Method for Nonlinear Deterministic and Stochastic Systems—Part II: Examples of Application
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+Study of the Duffing-Rayleigh oscillator subject to harmonic and stochastic excitations by path integration
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+A path integration algorithm for stochastic structural dynamic systems
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+Cumulant neglect closure for nonlinear oscillators under random parametric and external excitations
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