DOI10.5186/aasfm.1992.1702zbMath0783.60114MaRDI QIDQ4278210
Konstantin A. Borovkov
Publication date: 7 March 1994 Published in: Annales Academiae Scientiarum Fennicae Series A I Mathematica (Search for Journal in Brave) Full work available at URL: https://doi.org/10.5186/aasfm.1992.1702
zbMATH Keywords
Monte Carlo method; semi-Markov process; multidimensional integration
Mathematics Subject Classification ID
65C05: Monte Carlo methods
60K99: Special processes