Unbiased multi-step estimators for the Monte Carlo evaluation of certain functional integrals (Q1111339)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unbiased multi-step estimators for the Monte Carlo evaluation of certain functional integrals |
scientific article |
Statements
Unbiased multi-step estimators for the Monte Carlo evaluation of certain functional integrals (English)
0 references
1988
0 references
numerical examples
0 references
unbiased Monte Carlo estimators
0 references
functional integrals
0 references
algorithm
0 references
variance reduction problem
0 references
0 references
0 references
