Vector Monte Carlo methods for computing disturbances and derivatives with respect to parameters

DOI10.1016/0041-5553(87)90039-5zbMATH Open0679.65099OpenAlexW2047291446MaRDI QIDQ4729298

G. A. Mikhaĭlov

Publication date: 1987

Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0041-5553(87)90039-5

zbMATH Keywords

perturbationsMarkov processderivativesvector integral equationvector Monte Carlo method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Systems of nonsingular linear integral equations (45F05)

Related Items (4)

Vector Monte Carlo algorithms with finite computational cost ⋮ A python program for the implementation of the \(\varGamma\)-method for Monte Carlo simulations ⋮ Title not available (Why is that?) ⋮ Title not available (Why is that?)

This page was built for publication: Vector Monte Carlo methods for computing disturbances and derivatives with respect to parameters

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4729298)