Constructing a stochastic numerical integration algorithm optimal for one step

MaRDI QIDQ1179627zbMATH OpenFDO

Authors M. A. Kokorev

Publication date 26 June 1992

Published in Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

numerical integrationquasi-optimal stochastic algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

Review text

See the review in Zbl 0739.65014.

Cited in

(1)

• scientific article; zbMATH DE number 4216279 (Why is no real title available?)

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