Monte Carlo simulation for solving Fredholm integral equations
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Publication:3579120
DOI10.1108/03684920910991577zbMath1192.65159OpenAlexW2084081340MaRDI QIDQ3579120
Ebrahimi Morteza, Rahman Farnoosh
Publication date: 5 August 2010
Published in: Kybernetes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1108/03684920910991577
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Cites Work
- An efficient Monte Carlo method for optimal control problems with uncertainty
- Variance reduction for simulated diffusions using control variates extracted from state space evaluations
- Monte Carlo method for solving Fredholm integral equations of the second kind
- Using the WPG method for solving integral equations of the second kind
- Monte Carlo approximation of weakly singular integral operators
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