Mean-square optimization of Monte Carlo algorithms for estimation of the solution to an integral equation of the second kind (Q3584496)

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scientific article; zbMATH DE number 5775920
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    Mean-square optimization of Monte Carlo algorithms for estimation of the solution to an integral equation of the second kind
    scientific article; zbMATH DE number 5775920

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      Mean-square optimization of Monte Carlo algorithms for estimation of the solution to an integral equation of the second kind (English)
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      30 August 2010
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      integral equation
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      second kind
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      Markov chain
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      Monte Carlo method
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      error estimate
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      mean-square error minimization
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      Volterra equation
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      numerical example
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