Unbiased multi-step estimators for the Monte Carlo evaluation of certain functional integrals (Q1111339)

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scientific article; zbMATH DE number 4076478
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    Unbiased multi-step estimators for the Monte Carlo evaluation of certain functional integrals
    scientific article; zbMATH DE number 4076478

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      Unbiased multi-step estimators for the Monte Carlo evaluation of certain functional integrals (English)
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      1988
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      numerical examples
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      unbiased Monte Carlo estimators
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      functional integrals
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      algorithm
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      variance reduction problem
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