Abstract
A NEW algorithm is described for a Monte Carlo method of computing the functionals associated with the paths of a non-linear set of a stochastic differential equations. The algorithm is based on the ‘essential sampling’ principle.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: USSR Computational Mathematics and Mathematical Physics
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
