scientific article

zbMath0986.65001MaRDI QIDQ2764928

Nahmwoo Hahm, Bum Il Hong, Sung Hee Choi

Publication date: 11 June 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Wiener processWiener measureMonte Carlo methodrandom functionsrandom function generationSimpson's quadrature

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Numerical quadrature and cubature formulas (65D32) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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