On an application of infinitely divisible distributions to quadrature problems
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Publication:908678
DOI10.1007/BF01906849zbMath0693.65100MaRDI QIDQ908678
Publication date: 1988
Published in: Analysis Mathematica (Search for Journal in Brave)
Wiener processMonte Carlo methodsstochastic processPoisson distributioninfinitely divisible distributionquadratureMean square errorsrectangular approximation
Monte Carlo methods (65C05) Stochastic processes (60G99) Numerical quadrature and cubature formulas (65D32) Probabilistic methods, stochastic differential equations (65C99)
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