Trapezoidal Stratified Monte Carlo Integration
type: Item
instance of: scholarly article
title: Trapezoidal Stratified Monte Carlo Integration
zbMATH Open document ID: 0747.65102
DOI: 10.1137/0729019
author: Stamatis Cambanis
author: Elias Masry
published in: SIAM Journal on Numerical Analysis
publication date: 1992-06-28T00:00:00Z
Mathematics Subject Classification ID: 65C99
Mathematics Subject Classification ID: 65D32
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 60G12
Mathematics Subject Classification ID: 62G05
zbMATH DE Number: 34535
zbMATH Keywords: Monte Carlo integration of random processes
zbMATH Keywords: trapezoidal rule
zbMATH Keywords: rate of quadratic-mean convergence
zbMATH Keywords: sample path integral
zbMATH Keywords: stratified Monte Carlo trapezoidal rule
zbMATH Keywords: quadratic-mean integral approximation error
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1137/0729019
OpenAlex ID: W1969873982
description: scientific article; zbMATH DE number 34535