Marina Petranova

Publication Activity (10 Years)

Years Active: 2017-2017
Publications (10 Years): 1

Top Topics

Brownian Motion

Top Venues

Monte Carlo Methods Appl.

Publications

Yuriy Kozachenko, Marina Petranova
Simulation of Gaussian stationary Ornstein-Uhlenbeck process with given reliability and accuracy in space C ⁢ ( [ 0 , T ] ) C([0, T]). Monte Carlo Methods Appl. 23 (4) (2017)