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- W4306897096 abstract "In this paper we present, using the arithmetic of elliptic curves over finite fields, an algorithm for the efficient generation of a sequence of uniform pseudorandom vectors in high dimensions, that simulates a sample of a sequence of i.i.d. random variables, with values in the hypercube [0,1]d with uniform distribution. As an application, we obtain, in the discrete time simulation, an efficient algorithm to simulate, uniformly distributed sample path sequence of a sequence of independent standard Wiener processes. This could be employed for use, in the full history recursive multi-level Picard approximation method, for numerically solving the class of semilinear parabolic partial differential equations of the Kolmogorov type." @default.
- W4306897096 created "2022-10-21" @default.
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- W4306897096 date "2023-01-01" @default.
- W4306897096 modified "2023-09-29" @default.
- W4306897096 title "Pseudorandom vector generation using elliptic curves and applications to Wiener processes" @default.
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- W4306897096 doi "https://doi.org/10.1016/j.ffa.2022.102129" @default.
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