22 citations · 246 across the 78 of their papers we have counts for
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math.NA2018
Improved Monte-Carlo method for solving of integral Fredholm's equations of a second kind, with confidence regions in the uniform norm
E. Ostrovsky, L. Sirota
We offer in this article some modification of Monte-Carlo method for solving of a linear integral Fredholm's equation of a second kind (Fredholm's well posed problem). We prove tha…
math.NA2014
Unbiased Monte Carlo estimation for solving of linear integral equation, with error estimate
E. Ostrovsky, L. Sirota
We offer a new Monte-Carlo method for solving of linear integral equation which gives the unbiased estimation for solution of Volterra's and Fredholm's type, and consider the probl…
math.NA2014★ 2 cited
Monte Carlo computation of multiple weak singular integrals of spherical and Volterra's type
E. Ostrovsky, L. Sirota
We offer a simple method Monte Carlo for computation of Volterra's and spherical type multiple integrals with weak (integrable) singularities. An elimination of infinity of varianc…