Unbiased multi-step estimators for the Monte Carlo evaluation of certain functional integrals (Q1111339)
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scientific article; zbMATH DE number 4076478
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unbiased multi-step estimators for the Monte Carlo evaluation of certain functional integrals |
scientific article; zbMATH DE number 4076478 |
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Unbiased multi-step estimators for the Monte Carlo evaluation of certain functional integrals (English)
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1988
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numerical examples
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unbiased Monte Carlo estimators
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functional integrals
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algorithm
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variance reduction problem
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0.9476099
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0.9107367
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0.90413606
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0.8966843
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0.8895425
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0.8859058
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