‘Path’ and ‘time’ estimates in the Monte Carlo method

DOI10.1515/RNAM.1999.14.3.221zbMath0941.65137OpenAlexW1973329201MaRDI QIDQ4262214

A. V. Burmistrov, Gennady A. Mikhailov

Publication date: 2 March 2000

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/rnam.1999.14.3.221

zbMATH Keywords

Monte Carlo methoddiffusion processMarkov chaintransport equationradiation intensitylinear functionalsfunctional estimatesparametric differentiationconcentration of trajectoriesstandard weight estimates

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Integro-partial differential equations (45K05) Numerical analysis or methods applied to Markov chains (65C40) Transport processes in time-dependent statistical mechanics (82C70)

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