Robust Variance Reduction for Random Walk Methods (Q4652302)
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scientific article; zbMATH DE number 2138720
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Variance Reduction for Random Walk Methods |
scientific article; zbMATH DE number 2138720 |
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Robust Variance Reduction for Random Walk Methods (English)
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25 February 2005
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importance sampling
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random walk methods
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Monte Carlo simulation
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variance reduction
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path integrals
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stochastic differential equations
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