Worst case complexity of multivariate Feynman–Kac path integration
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Control and Optimization,Numerical Analysis,Statistics and Probability,Algebra and Number Theory,General Mathematics
Reference9 articles.
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5. A new algorithm and worst case complexity for Feynman–Kac path integration;Plaskota;J. Comp. Phys.,2000
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