Monte-Carlo error for the first exit time
- Author
- HAUSENBLAS, E1
[1] Department of Mathematic, Hellbrunnerstr. 34, 5020 Salzburg, Austria - Conference title
- Prague stochastics '98 (23-28 August 1998)
- Conference name
- Prague conference on information theory, statistical decision functions and random processes (13 ; Prague 1998-08-23) = Prague symposium on asymptotic statistics (6 ; Prague 1998-08-23)
- Author (monograph)
- Husková, Marie (Editor); Lachout, petr (Editor); Vísek, Jan Ámos (Editor)
- Source
Prague stochastics '98 (23-28 August 1998). 1998 ; 2Vol ; vol 1, 221-225 ; ref : 7 ref
- ISBN
- 80-7015-636-8
- Scientific domain
- Control theory, operational research; Mathematics
- Publisher
- Union of Czech Mathematicians and Physicists, Prague
- Publication country
- Czech Republic
- Document type
- Conference Paper
- Language
- English
- Keyword (fr)
- Analyse stochastique Calcul Malliavin Calcul stochastique Calcul variationnel Equation différentielle Equation stochastique Estimation erreur Fonctionnelle additive Méthode Monte Carlo Simulation numérique Taux convergence Temps premier passage
- Keyword (en)
- Stochastic analysis Malliavin calculus Stochastic calculus Variational calculus Differential equation Stochastic equation Error estimation Additive functional Monte Carlo method Numerical simulation Convergence rate First passage time
- Keyword (es)
- Análisis estocástico Cálculo Malliavin Cálculo estocástico Cálculo de variaciones Ecuación diferencial Ecuación estocástica Estimación error Funciónal aditiva Método Monte Carlo Simulación numérica Relación convergencia Tiempo primer paso
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01I Stochastic analysis
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02I Numerical analysis. Scientific computation / 001A02I01 Numerical analysis / 001A02I01C Numerical simulation
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 2000106
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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Istex access
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Europe PubMed Central access
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