Brownian motion simulation: a quantization approach (Q5220828)

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scientific article; zbMATH DE number 7183167
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Brownian motion simulation: a quantization approach
scientific article; zbMATH DE number 7183167

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    Brownian motion simulation: a quantization approach (English)
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    27 March 2020
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    simulation of Wiener process
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    functional quantization
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