Variance reduction techniques for estimation of integrals over a set of branching trajectories (Q2940365)

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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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