Mean-square optimization of Monte Carlo algorithms for estimation of the solution to an integral equation of the second kind

DOI10.1515/RJNAMM.2010.021zbMath1202.65009OpenAlexW2137160405MaRDI QIDQ3584496

Gennady A. Mikhailov, Ilia N. Medvedev

Publication date: 30 August 2010

Published in: Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rjnamm.2010.021

zbMATH Keywords

numerical exampleintegral equationMonte Carlo methoderror estimateMarkov chainVolterra equationsecond kindmean-square error minimization

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Volterra integral equations (45D05)

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