Trapezoidal Stratified Monte Carlo Integration (Q3989452)
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scientific article; zbMATH DE number 34535
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Trapezoidal Stratified Monte Carlo Integration |
scientific article; zbMATH DE number 34535 |
Statements
Trapezoidal Stratified Monte Carlo Integration (English)
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28 June 1992
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Monte Carlo integration of random processes
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trapezoidal rule
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rate of quadratic-mean convergence
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sample path integral
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stratified Monte Carlo trapezoidal rule
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quadratic-mean integral approximation error
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