Solving integral equations of the second kind based on randomized simulation

MaRDI QIDQ5399436zbMATH OpenFDO

Authors Zhimin Hong, Zaizai Yan

Publication date 28 February 2014

zbMATH Keywords

Markov chainnumerical examplesFredholm integral equationVolterra integral equationMonte Carlo algorithmsSimpson's rule

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Numerical methods for integral equations (65R20) Volterra integral equations (45D05) Fredholm integral equations (45B05)

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