Trajectory Splitting by Restricted Replication

Keller Alexander

Monte Carlo Methods and Applications, 2004, vol. 10, issue 3-4, 321-329

Abstract: New algorithms for efficient trajectory splitting are presented. These techniques are derived from randomized quasi-Monte Carlo integration by applying parameterized replication techniques to only selected dimensions of the integrand.

Date: 2004
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DOI: 10.1515/mcma.2004.10.3-4.321

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