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An optimal Monte Carlo algorithm for multivariate Feynman–Kac path integrals - MaRDI portal

An optimal Monte Carlo algorithm for multivariate Feynman–Kac path integrals (Q3438649)

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An optimal Monte Carlo algorithm for multivariate Feynman–Kac path integrals
scientific article

    Statements

    title
    An optimal Monte Carlo algorithm for multivariate Feynman–Kac path integrals (English)
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    author
    Marek Kwas
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    publication date
    16 May 2007
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    Identifiers

    DOI
    10.1063/1.2046528
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    Mathematics Subject Classification ID
    65C05
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    65D30
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    65M99
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    81S40
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    zbMATH DE Number
    5153976
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    OpenAlex ID
    W1990235743
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