Solution of integral equations of the second kind with a stochastic kernel using the Monte-Carlo method

DOI10.1016/0041-5553(86)90029-7MaRDI QIDQ4720752zbMATHOpenAlexFDO

Authors V. S. Antyufeev

Publication date 1986

Published in USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0041-5553(86)90029-7

zbMATH Keywords

Monte-Carlo methodinvariant subspacesstochastic kernelsecond kindfunctional space

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99) Numerical methods for integral equations (65R20) Linear integral equations (45A05) Stochastic integral equations (60H20)

Cited in

(5)

• scientific article; zbMATH DE number 3978344 (Why is no real title available?)
• scientific article; zbMATH DE number 3955681 (Why is no real title available?)
• scientific article; zbMATH DE number 599418 (Why is no real title available?)
• scientific article; zbMATH DE number 4094755 (Why is no real title available?)
• Mean-square optimization of Monte Carlo algorithms for estimation of the solution to an integral equation of the second kind

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