Reliability and accuracy in the space L_p(T) for the calculation of integrals depending on a parameter by the Monte Carlo method

DOI10.1515/MCMA-2015-0104MaRDI QIDQ500384zbMATH OpenOpenAlexFDO

Authors Yuriy Y. Mlavets, Yu. V. Kozachenko

Publication date 2 October 2015

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

Full work available at URL https://doi.org/10.1515/mcma-2015-0104

zbMATH Keywords

\(\mathbf{F}_\psi(\Omega)\) space of random variablescondition \(\mathbf{H}\)improper integralMonte Carlo methodrandom process

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

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• On convergence of the uniform norm and approximation for stochastic processes from the space \(\mathbf{F}_\psi (\Omega)\)

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