Unbiased multi-step estimators for the Monte Carlo evaluation of certain functional integrals
type: Item
instance of: scholarly article
title: Unbiased multi-step estimators for the Monte Carlo evaluation of certain functional integrals
zbMATH Open document ID: 0658.65053
DOI: 10.1016/0021-9991(88)90020-4
author: Wolfgang Wagner
published in: Journal of Computational Physics
publication date: 1988-01-01T00:00:00Z
Mathematics Subject Classification ID: 65J10
Mathematics Subject Classification ID: 65D32
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 28C05
zbMATH DE Number: 4076478
zbMATH Keywords: numerical examples
zbMATH Keywords: unbiased Monte Carlo estimators
zbMATH Keywords: functional integrals
zbMATH Keywords: algorithm
zbMATH Keywords: variance reduction problem
MaRDI profile type: Publication
full work available at URL: 0021-9991(88)90020-4
OpenAlex ID: W2046792515
cites work: Accurate Evaluation of Stochastic Wiener Integrals with Applications to Scattering in Random Media and to Nonlinear Filtering
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cites work: Variance reduction in Monte Carlo computations using multi-dimensional Hermite polynomials
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cites work: Unbiased Monte Carlo evaluation of certain functional integrals
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description: scientific article; zbMATH DE number 4076478