A method of accelerated statistical simulation and its application in the problems with inherent error

DOI10.1134/S1990478917020107zbMath1399.65005OpenAlexW2619712261MaRDI QIDQ5374020

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Publication date: 6 April 2018

Published in: Journal of Applied and Industrial Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1990478917020107

zbMATH Keywords

the Monte Carlo methodsimulation modellingcomparison of efficiencymethod of accelerated statistical simulation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30) Error bounds for numerical methods for ordinary differential equations (65L70)

Cites Work

• On the optimality of linear methods for operator approximation in convex classes of functions

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