Variance reduction for Monte Carlo simulation of stochastic environmental models

JGM Schoenmakers, AW Heemink, K Ponnambalam, PE Kloeden

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	Undefined/Unknown
Pages (from-to)	785-795
Number of pages	11
Journal	Applied Mathematical Modelling: simulation and computation for engineering and environmental systems
Volume	26
Publication status	Published - 2002

Keywords

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title = "Variance reduction for Monte Carlo simulation of stochastic environmental models",

keywords = "Wiskunde en Informatica, Techniek, technische Wiskunde en Informatica, ZX CWTS JFIS < 1.00",

author = "JGM Schoenmakers and AW Heemink and K Ponnambalam and PE Kloeden",

year = "2002",

language = "Undefined/Unknown",

volume = "26",

pages = "785--795",

journal = "Applied Mathematical Modelling: simulation and computation for engineering and environmental systems",

issn = "0307-904X",

publisher = "Elsevier",

}

TY - JOUR

T1 - Variance reduction for Monte Carlo simulation of stochastic environmental models

AU - Schoenmakers, JGM

AU - Heemink, AW

AU - Ponnambalam, K

AU - Kloeden, PE

PY - 2002

Y1 - 2002

KW - Wiskunde en Informatica

KW - Techniek

KW - technische Wiskunde en Informatica

KW - ZX CWTS JFIS < 1.00

M3 - Article

SN - 0307-904X

VL - 26

SP - 785

EP - 795

JO - Applied Mathematical Modelling: simulation and computation for engineering and environmental systems

JF - Applied Mathematical Modelling: simulation and computation for engineering and environmental systems

ER -