메뉴 건너뛰기




Volumn 2179, Issue , 2001, Pages 58-67

Multilevel monte carlo methods

Author keywords

[No Author keywords available]

Indexed keywords

INTEGRAL EQUATIONS; STOCHASTIC SYSTEMS;

EID: 84944906179     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/3-540-45346-6_5     Document Type: Conference Paper
Times cited : (388)

References (19)
  • 2
    • 0000915749 scopus 로고
    • On the calculation of certain integrals dependent on a parameter bythe Monte Carlo method
    • (in Russian)
    • A. S. Frolov and N. N. Chentsov. On the calculation of certain integrals dependent on a parameter bythe Monte Carlo method, Zh. Vychisl. Mat. Mat. Fiz., 2, 714– 717, 1962, (in Russian).
    • (1962) Zh. Vychisl. Mat. Mat. Fiz , vol.2
    • Frolov, A.S.1    Chentsov, N.N.2
  • 3
    • 0001015105 scopus 로고
    • Random approximation in numerical analysis
    • K. D. Bierstedt, A. Pietsch, W. M. Ruess and D. Vogt, (eds.), Marcel Dekker, New York, Basel, Hong Kong
    • S. Heinrich. Random approximation in numerical analysis, in K. D. Bierstedt, A. Pietsch, W. M. Ruess and D. Vogt, (eds.), Functional Analysis, Marcel Dekker, New York, Basel, Hong Kong, 123–171, 1993.
    • (1993) Functional Analysis , pp. 123-171
    • Heinrich, S.1
  • 4
    • 0000590140 scopus 로고    scopus 로고
    • Monte Carlo complexityof global solution of integral equations
    • S. Heinrich. Monte Carlo complexityof global solution of integral equations, J. Complexity, 14, 151–175, 1998.
    • (1998) J. Complexity , vol.14 , pp. 151-175
    • Heinrich, S.1
  • 5
    • 84944898242 scopus 로고    scopus 로고
    • Wavelet Monte Carlo methods for the global solution of integral equations
    • H. Niederreiter and J. Spanier, (eds.), Claremont 1998, Springer Verlag, Berlin
    • S. Heinrich. Wavelet Monte Carlo methods for the global solution of integral equations, in H. Niederreiter and J. Spanier, (eds.), Proceedings of the Third International Conference on Monte Carlo and Quasi-Monte Carlo Methods, Claremont 1998, Springer Verlag, Berlin, 227–237, 1999
    • (1999) Proceedings of the Third International Conference on Monte Carlo and Quasi-Monte Carlo Methods , pp. 227-237
    • Heinrich, S.1
  • 6
    • 31644447914 scopus 로고    scopus 로고
    • The multilevel method of dependent tests
    • in N. Balakrishnan, V. B. Melas, S. M. Ermakov, (eds.), Birkhäuser, Boston, Basel, Berlin
    • S. Heinrich. The multilevel method of dependent tests, in N. Balakrishnan, V. B. Melas, S. M. Ermakov, (eds.), Advances in Stochastic Simulation Methods, Birkhäuser, Boston, Basel, Berlin, 47–62, 2000.
    • (2000) Advances in Stochastic Simulation Methods , pp. 47-62
    • Heinrich, S.1
  • 7
    • 0346614678 scopus 로고    scopus 로고
    • Monte Carlo complexityof parametric integration
    • S. Heinrich and E. Sindambiwe. Monte Carlo complexityof parametric integration, J. Complexity, 15, 317–341, 1999.
    • (1999) J. Complexity , vol.15 , pp. 317-341
    • Heinrich, S.1    Sindambiwe, E.2
  • 8
    • 0034912457 scopus 로고    scopus 로고
    • Hierarchical Monte Carlo image synthesis
    • A. Keller. Hierarchical Monte Carlo image synthesis, Mathematics and Computers in Simulation, 55(1–3), 79–92, 2001.
    • (2001) Mathematics and Computers in Simulation , vol.55 , Issue.13 , pp. 79-92
    • Keller, A.1
  • 11
    • 0003573040 scopus 로고
    • Deterministic and Stochastic Error Bounds in Numerical Analysis
    • 1349, Springer, Berlin, Heidelberg, New York
    • E. Novak. Deterministic and Stochastic Error Bounds in Numerical Analysis, Lecture Notes in Mathematics, 1349, Springer, Berlin, Heidelberg, New York 1988.
    • (1988) Lecture Notes in Mathematics
    • Novak, E.1
  • 12
    • 0347493891 scopus 로고
    • Convergence and optimization of functional estimates in statistical modelling in Sobolev’s Hilbert spaces
    • S. M. Prigarin. Convergence and optimization of functional estimates in statistical modelling in Sobolev’s Hilbert spaces, Russian J. Numer. Anal. Math. Modelling, 10, 325–346, 1995.
    • (1995) Russian J. Numer. Anal. Math. Modelling , vol.10 , pp. 325-346
    • Prigarin, S.M.1
  • 14
    • 50549221733 scopus 로고
    • The use of ω2-distribution for error estimation in the calculation of integrals bythe Monte Carlo method
    • (in Russian)
    • I. M. Sobol. The use of ω2-distribution for error estimation in the calculation of integrals bythe Monte Carlo method, U.S.S.R. Comput. Math. and Math. Phys., 2, 717–723, 1962 (in Russian).
    • (1962) U S S R Comput Math and Math Phys , vol.2 , pp. 717-723
    • Sobol, I.M.1
  • 17
    • 0347493928 scopus 로고    scopus 로고
    • Discrete-stochastic procedures for the global estimation of an integral which depends on a parameter
    • A. V. Voytishek. Discrete-stochastic procedures for the global estimation of an integral which depends on a parameter, Comp. Math. Math. Phys., 36, 997–1009, 1996.
    • (1996) Comp. Math. Math. Phys , vol.36 , pp. 997-1009
    • Voytishek, A.V.1
  • 18
    • 0346857093 scopus 로고    scopus 로고
    • Using the Strang-Fix approximation in discrete-stochastic numerical procedures
    • A. V. Voytishek. Using the Strang-Fix approximation in discrete-stochastic numerical procedures, Monte Carlo Methods and Appl., 3, 89–112, 1997.
    • (1997) Monte Carlo Methods and Appl , vol.3 , pp. 89-112
    • Voytishek, A.V.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.