scientific article; zbMATH DE number 822302

MaRDI QIDQ4856451zbMATH OpenFDO

Authors B. Moskowitz, Russel Caflisch

Publication date 29 November 1995

zbMATH Keywords

convergenceMonte Carlo methodsrejection methodquasi-random sequencesFeynman-Kac path integrals

Mathematics Subject Classification ID

Monte Carlo methods (65C05) PDEs in connection with quantum mechanics (35Q40) Feynman integrals and graphs; applications of algebraic topology and algebraic geometry (81Q30) Applications to the sciences (65Z05)

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