The time needed for estimation of a functional by the Monte Carlo method
On the probability model for solving some integral equations of second type
On the solution of an integral equation of second type by the Monte-Carlo method
A simulation of integral and derivative of the solution of a stochastici integral equation
A stochastic integral equation corresponding to a probability space is considered. This equation plays the role of a dynamical system in many problems of stochastic control with the control variable . One constructs stochastic processes , connected with a Markov chain and with the space . The expected values of (i = 1,2) are respectively the expected value of an integral representation of a solution x(t) of the equation and that of its derivative .
On the probabilistic properties of the solution of random integral equations
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