검색결과 : 3건
No. | Article |
---|---|
1 |
Cubature on Wiener Space: Pathwise Convergence Bayer C, Friz PK Applied Mathematics and Optimization, 67(2), 261, 2013 |
2 |
Sensitivity analysis using Ito-Malliavin calculus and martingales, and application to stochastic optimal control Gobet E, Munos R SIAM Journal on Control and Optimization, 43(5), 1676, 2005 |
3 |
Conditional stochastic analysis for multiphase transport in randomly heterogeneous, variably saturated media Zhang DX Transport in Porous Media, 27(3), 265, 1997 |