scientific article; zbMATH DE number 822302

zbMATH Open0831.65132MaRDI QIDQ4856451FDOQ4856451

Authors: B. Moskowitz, Russel Caflisch 

Publication date: 29 November 1995

Title of this publication is not available (Why is that?)

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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)

Cited In (11)

• Title not available (Why is that?)
• Quasi-Monte Carlo integration of characteristic functions and the rejection sampling method
• Markov Bridges, Bisection and Variance Reduction
• Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform?
• Quasi-Monte Carlo methods for lattice systems: a first look
• A particle method for some parabolic equations
• Improving the rejection sampling method in quasi-Monte Carlo methods
• Efficient Monte Carlo simulation for integral functionals of Brownian motion
• Title not available (Why is that?)
• Space-time adaptive finite difference method for European multi-asset options
• Particle simulations of the Kac model of the Boltzmann equation

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