Adaptive stratified monte carlo algorithm for numerical computation of integrals

DOI10.1016/J.MATCOM.2018.10.004arXiv1507.05721WikidataQ129054860 ScholiaQ129054860MaRDI QIDQ6263791

Toni Sayah

Publication date: 21 July 2015

Mathematics Subject Classification ID

Numerical approximation and computational geometry (primarily algorithms) (65Dxx) Numerical methods in Fourier analysis (65Txx) Probabilistic methods, stochastic differential equations (65Cxx) Nonlinear algebraic or transcendental equations (65Hxx) Numerical methods for mathematical programming, optimization and variational techniques (65Kxx)

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