scientific article; zbMATH DE number 4121159

MaRDI QIDQ4734582zbMATH OpenFDO

Authors

Publication date 1987

zbMATH Keywords

evaluation of conditional Wiener integralsunbiased Monte Carlo estimatorsvariance reduction

Mathematics Subject Classification ID

Stochastic analysis (60H99) Monte Carlo methods (65C05) Path integrals in quantum mechanics (81S40)

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Cited in

(1)

• Numerical evaluation of functionals based on variance minimisation

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