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scientific article; zbMATH DE number 949374
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scientific article; zbMATH DE number 949374

    Statements

    author
    Vasily A. Ogorodnikov
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    Sergei M. Prigarin
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    publication date
    25 November 1996
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    Mathematics Subject Classification ID
    60-02
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    65C05
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    86A10
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    65C99
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    60G60
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    60G35
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    zbMATH DE Number
    949374
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    zbMATH Keywords
    Monte Carlo methods
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    numerical methods for the simulation of random fields
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    numerical methods for stochastic differential equations
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