Reliability and accuracy in the space \(L_{p}(T)\) for the calculation of integrals depending on a parameter by the Monte Carlo method

DOI10.1515/MCMA-2015-0104zbMath1323.65003OpenAlexW2246474777MaRDI QIDQ500384

Yuriy Y. Mlavets, Yuriy Vasil'ovich Kozachenko

Publication date: 2 October 2015

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2015-0104

zbMATH Keywords

Monte Carlo methodrandom processimproper integral\(\mathbf{F}_\psi(\Omega)\) space of random variablescondition \(\mathbf{H}\)

Mathematics Subject Classification ID

Monte Carlo methods (65C05) General theory of stochastic processes (60G07) Numerical quadrature and cubature formulas (65D32)

Related Items (1)

On convergence of the uniform norm and approximation for stochastic processes from the space \(\mathbf{F}_\psi (\Omega)\)

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