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"Approximate formulas for expectations of functionals of solutions to ..."

Alexander D. Egorov, Karl Sabelfeld (2010)

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DOI: 10.1515/MCMA.2010.003

access: closed

type: Journal Article

metadata version: 2020-07-03

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Alexander D. Egorov, Karl Sabelfeld:
Approximate formulas for expectations of functionals of solutions to stochastic differential equations. Monte Carlo Methods Appl. 16(2): 95-127 (2010)

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