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Q2926211
label / enlabel / en
Multilevel Monte Carlo methods
description / endescription / en
scientific article; zbMATH DE number 6443651
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Property / instance of: scholarly article / rank
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Property / title
Multilevel Monte Carlo methods (English)
 
Property / title: Multilevel Monte Carlo methods (English) / rank
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Property / zbMATH Open document ID
 
Property / zbMATH Open document ID: 1316.65010 / rank
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Property / DOI
 
Property / DOI: 10.1017/S096249291500001X / rank
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Property / author
 
Property / author: Michael B. Giles / rank
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Property / published in
 
Property / published in: Acta Numerica / rank
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Property / publication date
8 June 2015
Timestamp+2015-06-08T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
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After0
 
Property / publication date: 8 June 2015 / rank
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Property / full work available at URL
 
Property / full work available at URL: https://arxiv.org/abs/1304.5472 / rank
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 65C30 / rank
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60H15 / rank
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60H35 / rank
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 65C05 / rank
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 35R60 / rank
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 65-02 / rank
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 65M75 / rank
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 65N75 / rank
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6443651 / rank
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Property / zbMATH Keywords
survey paper
 
Property / zbMATH Keywords: survey paper / rank
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Property / zbMATH Keywords
numerical examples
 
Property / zbMATH Keywords: numerical examples / rank
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Property / zbMATH Keywords
multilevel Monte Carlo method
 
Property / zbMATH Keywords: multilevel Monte Carlo method / rank
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Property / zbMATH Keywords
convergence
 
Property / zbMATH Keywords: convergence / rank
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Property / zbMATH Keywords
multilevel correction variance
 
Property / zbMATH Keywords: multilevel correction variance / rank
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Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
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Property / arXiv ID
 
Property / arXiv ID: 1304.5472 / rank
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links / mardi / namelinks / mardi / name

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