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Licensed Unlicensed Requires Authentication Published by De Gruyter October 16, 2009

Approximation of stochastic Hammerstein integral equation with fractional Brownian motion input

  • W. Grecksch and V.V. Anh
From the journal Monte Carlo Methods and Applications
https://doi.org/10.1515/mcma.1999.5.4.311
Published Online: 2009-10-16
Published in Print: 1999

Walter de Gruyter

From the journal
Monte Carlo Methods and Applications
Monte Carlo Methods and Applications
Volume 5 Issue 4
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A Direct Simulation Methodfor the Coagulation-Fragmentation. Equations with Multiplicative Coagulation Kernels
Approximation of stochastic Hammerstein integral equation with fractional Brownian motion input
Numerical Integration using Markov Chains
A Note on Variance Reduction Methods in Monte Carlo Applications to Systems Engineering and Reliability.
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