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Academic Journal
On global sensitivity analysis of quasi-Monte Carlo algorithms.

Authors: Soboľ, I. M.1 hq@imamod.ru, Kucherenko, S. S.2 s.kucherenko@imperial.ac.uk

Superior Title: Monte Carlo Methods & Applications. 2005, Vol. 11 Issue 1, p83-92. 10p. 1 Chart, 3 Graphs.

Subject Terms: *MONTE Carlo method, *NUMERICAL analysis, *MATHEMATICAL models, *BROWNIAN bridges (Mathematics), *GAUSSIAN processes

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