Pages that link to "Item:Q3933729"

The following pages link to Accurate Evaluation of Stochastic Wiener Integrals with Applications to Scattering in Random Media and to Nonlinear Filtering (Q3933729):

Displayed 9 items.

• Unbiased Monte Carlo evaluation of certain functional integrals (Q1089719) ‎ (← links)
• An extension of the Black-Scholes model of security valuation (Q1106069) ‎ (← links)
• Unbiased multi-step estimators for the Monte Carlo evaluation of certain functional integrals (Q1111339) ‎ (← links)
• Conditional expectations of Brownian functionals and their applications (Q1122236) ‎ (← links)
• Approximation of some stochastic differential equations by the splitting up method (Q1186093) ‎ (← links)
• Approximation of Wiener integrals (Q1819921) ‎ (← links)
• Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes (Q2433776) ‎ (← links)
• On Simulating Wiener Integrals and Their Expectations (Q3416000) ‎ (← links)
• Lie-trotter product formulas for nonlinear filtering (Q3729759) ‎ (← links)