Gladyshev S A

Publications in Math-Net.Ru

1. Piecewise constant approximation for the Monte-Carlo calculation of Wiener integrals
   
   Teor. Veroyatnost. i Primenen., 29:4 (1984),  715–722
2. The Runge-Kutta method for calculation of Wiener integrals of functionals of exponential type
   
   Zh. Vychisl. Mat. Mat. Fiz., 24:8 (1984),  1136–1149