The complexity of simulating Brownian Motion - researchr publication authors

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Ilia Binder, Mark Braverman. The complexity of simulating Brownian Motion. In Claire Mathieu, editor, Proceedings of the Twentieth Annual ACM-SIAM Symposium on Discrete Algorithms, SODA 2009, New York, NY, USA, January 4-6, 2009. pages 58-67, SIAM, 2009. [doi]

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