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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