Numeric methods of approximation on an integral suggest in a natural way random methods of approximation, that provide estimators, by just evaluating approximation rules in random points. We obtain results about convergence for approximations based on the trapezoidal rule and Simpson’s rule
This paper proves joint convergence of the approximation error for several stochastic integrals with...
Two topics are addressed. The first refers to the numerical computation of integrals and expected va...
The approximation of weighted integrals of random processes by the trapezoidal rule based on an orde...
Numeric methods of approximation on an integral suggest, in a natural way, random methods of approxi...
We approximate the integral of a smooth function on [0,1], where values are only known at n random p...
We approximate the integral of a smooth function on [0,1], where values are only known at n random p...
We approximate the integral of a smooth function on [0,1], where values are only known at n random p...
We approximate the integral of a smooth function on [0,1], where values are only known at n random p...
We approximate the integral of a smooth function on [0,1], where values are only known at n random p...
This paper is devoted to a detailed study of the randomized approximatin of finite sums, i.e., sums ...
(Partial) differential and integral equations with random coefficients and random right-hand sides a...
his paper will trace the history and development of a useful stochastic method for approximating cer...
AbstractIn this article we discuss the successive approximation method for a system of random Volter...
Contains fulltext : 168926.pdf (publisher's version ) (Open Access
We introduce the basics of the Monte Carlo method that allows computing areas and definite integral...
This paper proves joint convergence of the approximation error for several stochastic integrals with...
Two topics are addressed. The first refers to the numerical computation of integrals and expected va...
The approximation of weighted integrals of random processes by the trapezoidal rule based on an orde...
Numeric methods of approximation on an integral suggest, in a natural way, random methods of approxi...
We approximate the integral of a smooth function on [0,1], where values are only known at n random p...
We approximate the integral of a smooth function on [0,1], where values are only known at n random p...
We approximate the integral of a smooth function on [0,1], where values are only known at n random p...
We approximate the integral of a smooth function on [0,1], where values are only known at n random p...
We approximate the integral of a smooth function on [0,1], where values are only known at n random p...
This paper is devoted to a detailed study of the randomized approximatin of finite sums, i.e., sums ...
(Partial) differential and integral equations with random coefficients and random right-hand sides a...
his paper will trace the history and development of a useful stochastic method for approximating cer...
AbstractIn this article we discuss the successive approximation method for a system of random Volter...
Contains fulltext : 168926.pdf (publisher's version ) (Open Access
We introduce the basics of the Monte Carlo method that allows computing areas and definite integral...
This paper proves joint convergence of the approximation error for several stochastic integrals with...
Two topics are addressed. The first refers to the numerical computation of integrals and expected va...
The approximation of weighted integrals of random processes by the trapezoidal rule based on an orde...