The Complexity of Simulating Brownian Motion. Binder, I. & Braverman, M. In Proceedings of the Twentieth Annual ACM-SIAM Symposium on Discrete Algorithms, of SODA '09, pages 58–67, Philadelphia, PA, USA, 2009. Society for Industrial and Applied Mathematics.
The Complexity of Simulating Brownian Motion [link]Paper  bibtex   
@INPROCEEDINGS{BB09a,
  author = {Binder, Ilia and Braverman, Mark},
  title = {The Complexity of Simulating {B}rownian Motion},
  booktitle = {Proceedings of the Twentieth Annual ACM-SIAM Symposium on Discrete
	Algorithms},
  year = {2009},
  series = {SODA '09},
  pages = {58--67},
  address = {Philadelphia, PA, USA},
  publisher = {Society for Industrial and Applied Mathematics},
  acmid = {1496777},
  file = {BB09a.pdf:BB09a.pdf:PDF},
  keywords = {bib, cca},
  location = {New York, New York},
  numpages = {10},
  url = {http://dl.acm.org/citation.cfm?id=1496770.1496777}
}

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