Vector Monte Carlo methods for computing disturbances and derivatives with respect to parameters
type: Item
instance of: scholarly article
title: Vector Monte Carlo methods for computing disturbances and derivatives with respect to parameters
zbMATH Open document ID: 0679.65099
DOI: 10.1016/0041-5553(87)90039-5
published in: USSR Computational Mathematics and Mathematical Physics
publication date: 1987-01-01T00:00:00Z
Mathematics Subject Classification ID: 65R20
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 45F05
zbMATH DE Number: 4113928
zbMATH Keywords: derivatives
zbMATH Keywords: perturbations
zbMATH Keywords: vector integral equation
zbMATH Keywords: vector Monte Carlo method
zbMATH Keywords: Markov process
author: G. A. Mikhaĭlov
MaRDI profile type: Publication
full work available at URL: 0041-5553(87)90039-5
OpenAlex ID: W2047291446
description: scientific article; zbMATH DE number 4113928