Adaptive schemes for the Monte Carlo method of an enhanced accuracy

zbMath0961.65001MaRDI QIDQ1594485

M. L. Korenevskij, O. Yu. Kul'chitskij, V. M. Ivanov

Publication date: 28 January 2001

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

zbMATH Keywords

convergenceMonte Carlo methodvariance reductionhigh order of accuracyadaptive schemes

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

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