Filtered Monte Carlo (Q3140537)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtered Monte Carlo |
scientific article |
Statements
Filtered Monte Carlo (English)
0 references
23 January 1994
0 references
variance reduction
0 references
association
0 references
associated increments
0 references
monotone and convex generators
0 references
Stieltjes stochastic integrals
0 references
filtered Monte Carlo estimator
0 references
filtering
0 references
