Pages that link to "Item:Q2442860"
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The following pages link to Efficient Monte Carlo simulation for integral functionals of Brownian motion (Q2442860):
Displaying 8 items.
- Monte Carlo computation of the Laplace transform of exponential Brownian functionals (Q370901) (← links)
- Efficient Monte Carlo for high excursions of Gaussian random fields (Q433910) (← links)
- Some evaluations for continuous Monte Carlo method by using Brownian hitting process (Q774770) (← links)
- Unbiased Monte Carlo evaluation of certain functional integrals (Q1089719) (← links)
- A confidence interval for Monte Carlo methods with an application to simulation of obliquely reflecting Brownian motion (Q1103289) (← links)
- Efficient Monte Carlo for diffusion processes using Ornstein-Uhlenbeck bridges (Q1722530) (← links)
- A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations (Q2125000) (← links)
- (Q3704805) (← links)