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Computing conditional Wiener integrals of functionals of a general form (2010)

First Author: Dumas W

Attributed to: NUMERICS FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS OF PARABOLIC TYPE funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1093/imanum/drq008

Publication URI: http://dx.doi.org/10.1093/imanum/drq008

Type: Journal Article/Review

Parent Publication: IMA Journal of Numerical Analysis

Issue: 3