Variance reduction for Monte Carlo methods by means of deterministic numerical computation

DOI10.1515/MCMA.1995.1.4.251MaRDI QIDQ4868316zbMATH OpenOpenAlexFDO

Authors Stefan Heinrich

Publication date 15 August 1996

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

Full work available at URL http://cds.cern.ch/record/294743

zbMATH Keywords

integral equationlinear functionalMonte Carlo methodsnumerical resultvariance reduction

Mathematics Subject Classification ID

Linear integral equations (45A05) Monte Carlo methods (65C05) Algorithms for approximation of functions (65D15) Numerical methods for integral equations (65R20)

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