On the numerical solution of Brownian motion processes
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Publication:5677041
DOI10.2307/3212357zbMath0261.65089OpenAlexW2327914381MaRDI QIDQ5677041
R. Weiss, Frank R. de Hoog, Robert S. Anderssen
Publication date: 1973
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3212357
Numerical methods for integral equations (65R20) Brownian motion (60J65) Volterra integral equations (45D05)
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