Some new simulations schemes for the evaluation of Feynman–Kac representations
Author:
Publisher
Walter de Gruyter GmbH
Subject
Applied Mathematics,Statistics and Probability
Link
https://www.degruyter.com/document/doi/10.1515/MCMA.2008.002/pdf
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1. Domain Decomposition Solution of Elliptic Boundary-Value Problems via Monte Carlo and Quasi-Monte Carlo Methods
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