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A time estimator in the Monte Carlo method. - MaRDI portal

A time estimator in the Monte Carlo method.

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Publication:1594436

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zbMath1040.60068MaRDI QIDQ1594436

A. V. Burmistrov, Gennady A. Mikhailov

Publication date: 28 January 2001

Published in: Doklady Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Diffusion processes (60J60)

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