Variance reduction techniques for estimation of integrals over a set of branching trajectories (Q2940365)
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English | Variance reduction techniques for estimation of integrals over a set of branching trajectories |
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Variance reduction techniques for estimation of integrals over a set of branching trajectories (English)
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26 January 2015
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Monte Carlo variance reduction
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branching trajectories
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von Neumann-Ulam scheme
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supertrack approach
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