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