Brownian motion simulation: a quantization approach (Q5220828)

From MaRDI portal
scientific article; zbMATH DE number 7183167
Language Label Description Also known as
English
Brownian motion simulation: a quantization approach
scientific article; zbMATH DE number 7183167

    Statements

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