Two stochastic methods for solving integral equations and their comparison
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Publication:3397464
numerical examplesMonte Carlo Markov chainFredholm integral equationstochastic methodimportance separation method
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Numerical methods for integral equations (65R20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Fredholm integral equations (45B05) Stochastic integral equations (60H20)
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