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  Minimizing the variance of a mathematical expectation estimate for a diffusion process functional based on a parametric transformation of a parabolic boundary value problem
 
 
Title: Minimizing the variance of a mathematical expectation estimate for a diffusion process functional based on a parametric transformation of a parabolic boundary value problem
Author: Gusev, S. A.
Appeared in: Numerical analysis and applications
Paging: Volume 4 (2011) nr. 2 pages 114-124
Year: 2011
Contents:
Publisher: SP MAIK Nauka/Interperiodica, Dordrecht
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 3 of 8 found articles
 
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