S. A. Gladyshev, G. N. Mil'shtein, “The Runge-Kutta method for calculation of Wiener integrals of functionals of exponential type”, Zh. Vychisl. Mat. Mat. Fiz., 1984, Volume 24, Number 8,Pages <nobr>1136

JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 1984 Volume 24, Number 8, Pages 1136–1149 (Mi zvmmf4331)

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The Runge-Kutta method for calculation of Wiener integrals of functionals of exponential type

S. A. Gladyshev, G. N. Mil'shtein

UDC: 519.676

MSC: Primary 65D32; Secondary 28C20, 41A55, 65C99, 60H10

Received: 31.12.1982
Revised: 20.06.1983

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English version: USSR Computational Mathematics and Mathematical Physics, 1984, 24:4, 106–115

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