Trajectory Splitting by Restricted Replication

DOI10.1515/mcma.2004.10.3-4.321zbMath1060.65503OpenAlexW1994471378MaRDI QIDQ4655056

Alexander Keller

Publication date: 10 March 2005

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: http://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4973

zbMATH Keywords

algorithmsquasi-Monte Carlo integrationrandom numberstrajectory splitting

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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