Mikhail S. Litsarev, Ivan V. Oseledets. A low-rank approach to the computation of path integrals. J. Comput. Physics, 305:557-574, 2016. [doi]
@article{LitsarevO16,
title = {A low-rank approach to the computation of path integrals},
author = {Mikhail S. Litsarev and Ivan V. Oseledets},
year = {2016},
doi = {10.1016/j.jcp.2015.11.009},
url = {http://dx.doi.org/10.1016/j.jcp.2015.11.009},
researchr = {https://researchr.org/publication/LitsarevO16},
cites = {0},
citedby = {0},
journal = {J. Comput. Physics},
volume = {305},
pages = {557-574},
}