Optimal Choices of Correlation Operators in Brownian Simulation Methods

Raz Kupferman, Yossi Shamai. Optimal Choices of Correlation Operators in Brownian Simulation Methods. Multiscale Modeling & Simulation, 7(1):321-348, 2008. [doi]

@article{KupfermanS08,
  title = {Optimal Choices of Correlation Operators in Brownian Simulation Methods},
  author = {Raz Kupferman and Yossi Shamai},
  year = {2008},
  doi = {10.1137/070702618},
  url = {http://dx.doi.org/10.1137/070702618},
  researchr = {https://researchr.org/publication/KupfermanS08},
  cites = {0},
  citedby = {0},
  journal = {Multiscale Modeling & Simulation},
  volume = {7},
  number = {1},
  pages = {321-348},
}