The use of importance sampling in solving stochastic differential equations

Authors
Mikhailov, GA Marchenko, MA
Citation
Ga. Mikhailov et Ma. Marchenko, The use of importance sampling in solving stochastic differential equations, DOKL MATH, 64(2), 2001, pp. 169-172
Citations number
6
Categorie Soggetti
Mathematics
Journal title
DOKLADY MATHEMATICS
ISSN journal
10645624 → ACNP
Volume
64
Issue
2
Year of publication
2001
Pages
169 - 172
Database
ISI
SICI code
1064-5624(200109/10)64:2<169:TUOISI>2.0.ZU;2-S