Discrete-stochastic procedures for the global estimation of an integral which depends on a parameter
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 36 (1996) no. 8, pp. 23-38 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

@article{ZVMMF_1996_36_8_a4,
     author = {A. V. Voǐtishek},
     title = {Discrete-stochastic procedures for the global estimation of an integral which depends on a parameter},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {23--38},
     year = {1996},
     volume = {36},
     number = {8},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_1996_36_8_a4/}
}
TY  - JOUR
AU  - A. V. Voǐtishek
TI  - Discrete-stochastic procedures for the global estimation of an integral which depends on a parameter
JO  - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
PY  - 1996
SP  - 23
EP  - 38
VL  - 36
IS  - 8
UR  - http://geodesic.mathdoc.fr/item/ZVMMF_1996_36_8_a4/
LA  - ru
ID  - ZVMMF_1996_36_8_a4
ER  - 
%0 Journal Article
%A A. V. Voǐtishek
%T Discrete-stochastic procedures for the global estimation of an integral which depends on a parameter
%J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
%D 1996
%P 23-38
%V 36
%N 8
%U http://geodesic.mathdoc.fr/item/ZVMMF_1996_36_8_a4/
%G ru
%F ZVMMF_1996_36_8_a4
A. V. Voǐtishek. Discrete-stochastic procedures for the global estimation of an integral which depends on a parameter. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 36 (1996) no. 8, pp. 23-38. http://geodesic.mathdoc.fr/item/ZVMMF_1996_36_8_a4/

[1] Ermakov S. M., Mikhailov G. A., Statisticheskoe modelirovanie, Nauka, M., 1982 | MR

[2] Mikhailov G. A., Minimization of computational costs of non-analogue Monte Carlo methods, Ser. Soviet and East European Math., 5, World Scient., Singapore, 1991 | MR

[3] Mikhailov G. A., Rekurrentnye formuly i printsip Bellmana v metode Monte-Karlo, Preprint No 1001, SO VTs RAN, Novosibirsk, 1993 | MR

[4] Voitishek A. V., “Asimptotika skhodimosti diskretno-stokhasticheskikh chislennykh metodov globalnoi otsenki resheniya integralnogo uravneniya vtorogo roda”, Sibirskii matem. zh., 35:4 (1994), 728–736 | MR | Zbl

[5] Streng G., Fiks Dzh., Teoriya metoda konechnykh elementov, Mir, M., 1977 | MR

[6] Marchuk G. I., Agoshkov V. I., Vvedenie v proektsionno-setochnye metody, Nauka, M., 1981 | MR

[7] Sobolev S. L., Nekotorye primeneniya funktsionalnogo analiza v matematicheskoi fizike, Nauka, M., 1988 | MR

[8] Zorich V. A., Matematicheskii analiz, v. 2, Nauka, M., 1984 | MR

[9] Prigarin S. M., Skhodimost i optimizatsiya funktsionalnykh otsenok v metode Monte-Karlo, Preprint No 1007, SO VTs RAN, Novosibirsk, 1993 | MR

[10] Mikhailov G. A., Optimizatsiya vesovykh metodov Monte-Karlo, Nauka, M., 1987 | MR

[11] Borovkov A. A., Teoriya veroyatnostei, Nauka, M., 1986 | MR | Zbl

[12] Lindbetter M., Rotsen Kh., Lingren G., Ekstremumy sluchainykh posledovatelnostei i protsessov, Mir, M., 1984

[13] Venttsel A. D., Kurs teorii sluchainykh protsessov, Nauka, M., 1975 | MR

[14] Voitishek A. V., Prigarin S. M., “O funktsionalnoi skhodimosti otsenok i modelei v metode Monte-Karlo”, Zh. vychisl. matem. i matem. fiz., 32:10 (1992), 1641–1651 | MR