"An approximate formula for calculating the expectations of functionals ..."

Alexander Egorov (2020)

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DOI: 10.1515/MCMA-2020-2074

access: closed

type: Journal Article

metadata version: 2021-03-02

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Alexander Egorov:
An approximate formula for calculating the expectations of functionals from random processes based on using the Wiener chaos expansion. Monte Carlo Methods Appl. 26(4): 285-292 (2020)

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