Smoothness and dimension reduction in quasi-Monte Carlo methods

Mathematical and Computer Modelling

Volumn 23, Issue 8-9, 1996, Pages 37-54

  Moskowitz, B ^a,b   Caflisch, R E ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b NONE   (United States)

Author keywords

Acceptance rejection; Feynman Kac; Monte Carlo; Quasirandom; Weighted uniform sampling

Indexed keywords

EID: 0002622180     PISSN: 08957177     EISSN: None     Source Type: Journal    
DOI: 10.1016/0895-7177(96)00038-6     Document Type: Article

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