scientific article; zbMATH DE number 3890692

MaRDI QIDQ3347246zbMATH OpenFDO

Authors Boris Granovsky

Publication date 1983

zbMATH Keywords

measurable functionsoptimal variance reductionrandom quadraturesimulation

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99) Numerical quadrature and cubature formulas (65D32)

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Cited in

(2)

• On the use of random set theory to bracket the results of Monte Carlo simulations
• scientific article; zbMATH DE number 4037009 (Why is no real title available?)

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