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On a new variant of the Monte Carlo method. (English. Russian original) Zbl 0776.65067

Theory Probab. Appl. 36, No. 2, 355-360 (1991); translation from Teor. Veroyatn. Primen. 36, No. 2, 342-346 (1991).
See the review in Zbl 0749.65089.

MSC:

65R20 Numerical methods for integral equations
65C05 Monte Carlo methods

Citations:

Zbl 0749.65089
Full Text: DOI