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zbMath1294.65012MaRDI QIDQ2877863

A. V. Zherelo

Publication date: 27 August 2014

Full work available at URL: http://www.j-npcs.org/abstracts/vol2012/v15no2/v15no2p178.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

path integral Brownian motion stochastic integral approximate calculations

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Numerical solutions to stochastic differential and integral equations (65C30)

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