Pages that link to "Item:Q1861991"

The following pages link to Variance reduction for simulated diffusions using control variates extracted from state space evaluations (Q1861991):

Displaying 7 items.

• A variance reduction method for parametrized stochastic differential equations using the reduced basis paradigm (Q620036) (← links)
• The efficiency of variance reduction in manufacturing and service systems: the comparison of the control variates and stratified sampling (Q1036465) (← links)
• Efficient exponential timestepping algorithm using control variate technique for simulating a functional of exit time of one-dimensional Brownian diffusion with applications in finance (Q2211897) (← links)
• Monte Carlo simulation for solving Fredholm integral equations (Q3579120) (← links)
• Variance reduction for Markov chain processes using state space evaluation for control variates (Q4658530) (← links)
• Variance reduction through smoothing and control variates for Markov chain simulations (Q4876055) (← links)
• Approximating Martingales for Variance Reduction in Markov Process Simulation (Q5704074) (← links)