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Doklady Akademii Nauk SSSR, 1987, Volume 295, Number 1, Pages 34–37 (Mi dan47991)  
MATHEMATICS

A new approach to the calculation of derivatives with respect to parameters by the Monte Carlo method

G. A. Mikhailov

Computer Centre of USSR Academy of Sciences, Siberian Branch, Novosibirsk
Full-text PDF (477 kB)
Received: 11.04.1986
Bibliographic databases:
Document Type: Article
UDC: 519
Language: Russian
Citation: G. A. Mikhailov, “A new approach to the calculation of derivatives with respect to parameters by the Monte Carlo method”, Dokl. Akad. Nauk SSSR, 295:1 (1987), 34–37
Citation in format AMSBIB
\Bibitem{Mik87}
\by G.~A.~Mikhailov
\paper A new approach to the calculation of derivatives with respect to parameters by the Monte Carlo method
\jour Dokl. Akad. Nauk SSSR
\yr 1987
\vol 295
\issue 1
\pages 34--37
\mathnet{http://mi.mathnet.ru/dan47991}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=902940}
\zmath{https://zbmath.org/?q=an:0647.45005}
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