To the theory of the estimators of the Monte Carlo method which are connected with a ``random walk by spheres
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Publication:1921800
DOI10.1007/BF02109835zbMath0863.60060MaRDI QIDQ1921800
B. S. Elepov, Gennady A. Mikhailov
Publication date: 15 October 1996
Published in: Siberian Mathematical Journal (Search for Journal in Brave)
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Related Items (3)
Solving boundary value problems with complex parameters by the Monte Carlo method ⋮ Random walk on ellipsoids method for solving elliptic and parabolic equations ⋮ A Monte Carlo algorithm for weighted integration over $\mathbb {R}^d$
Cites Work
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- Some evaluations for continuous Monte Carlo method by using Brownian hitting process
- New Monte Carlo methods with estimating derivatives
- Some Continuous Monte Carlo Methods for the Dirichlet Problem
- Functional Integration and Partial Differential Equations. (AM-109)
- Integral Formulation of the Boundary Value Problems and the Method of Random Walk on Spheres
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