Quasirandom Walk Methods-Reference-Cited by-同舟云学术

Quasirandom Walk Methods

Published:2002 Issue: Volume: Page:63-85
ISSN:
Container-title:Monte Carlo and Quasi-Monte Carlo Methods 2000
language:
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Author:

Lécot Christian,Ogawa Shigeyoshi

Publisher

Springer Berlin Heidelberg

Link

http://link.springer.com/content/pdf/10.1007/978-3-642-56046-0_5

Reference43 articles.

1. Bernard, P., Talay, D. et al. (1994) Rate of convergence of a stochastic particle method for the Kolmogorov equation with variable coefficients. Math. Comput. 63, 555–587

2. Bossy, M., Talay, D. (1997) A stochastic particle method for the McKean-Vlasov and the Burgers equation. Math. Comput. 66, 157–192

3. Bramson, M. (1983) Convergence of solutions of the Kolmogorov equation to travelling waves. Mem. Amer. Math. Soc. 44, 1–190

4. Burgers, J.M. (1948) A mathematical model illustrating the theory of turbulence. Adv. Appl. Mech. 1, 171–199

5. Butcher, J.C. (1987) The Numerical Analysis of Ordinary Differential Equations. J. Wiley & Sons, Chichester

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