The complexity of simulating Brownian motion. Binder, I. & Braverman, M. In Proceedings of the Twentieth Annual ACM-SIAM Symposium on Discrete Algorithms, pages 58–67, Philadelphia, PA, 2009. SIAM.
bibtex   
@INPROCEEDINGS{BB09,
  author = {Binder, Ilia and Braverman, Mark},
  title = {The complexity of simulating {B}rownian motion},
  booktitle = {Proceedings of the {T}wentieth {A}nnual {ACM}-{SIAM} {S}ymposium
	on {D}iscrete {A}lgorithms},
  year = {2009},
  pages = {58--67},
  address = {Philadelphia, PA},
  publisher = {SIAM},
  keywords = {bib,cca},
  mrclass = {68W40 (60-08 60J65)},
  mrnumber = {2809305},
  owner = {Vasco},
  timestamp = {2013.12.01}
}

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