Piecewise Constant Approximation for the Monte-Carlo Calculation of Wiener Integrals (Q3727240)

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Piecewise Constant Approximation for the Monte-Carlo Calculation of Wiener Integrals
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    Piecewise Constant Approximation for the Monte-Carlo Calculation of Wiener Integrals (English)
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    1985
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    piecewise constant approximation
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    Wiener integrals
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    Wiener process
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    Runge-Kutta method
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    Taylor expansion
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