Non-nested Adaptive Timesteps in Multilevel Monte Carlo Computations (Q2957039): Difference between revisions

@@ Property / author @@
+Christopher G. Lester
@@ Property / author: Christopher G. Lester / rank @@
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+Matlab
@@ Property / describes a project that uses: Matlab / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/978-3-319-33507-0_14
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+W2485868595
@@ Property / OpenAlex ID: W2485868595 / rank @@
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@@ Property / cites work @@
+Multilevel Monte Carlo for Continuous Time Markov Chains, with Applications in Biochemical Kinetics
+Normal rank
@@ Property / cites work @@
+Complexity of Multilevel Monte Carlo Tau-Leaping
@@ Property / cites work: Complexity of Multilevel Monte Carlo Tau-Leaping / rank @@
+Normal rank
@@ Property / cites work @@
+Existence of Global Weak Solutions to Some Regularized Kinetic Models for Dilute Polymers
+Normal rank
@@ Property / cites work @@
+Multilevel Monte Carlo Path Simulation
@@ Property / cites work: Multilevel Monte Carlo Path Simulation / rank @@
+Normal rank
@@ Property / cites work @@
+Multilevel Monte Carlo Methods
@@ Property / cites work: Multilevel Monte Carlo Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Q4433869
@@ Property / cites work: Q4433869 / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive Multilevel Monte Carlo Simulation
@@ Property / cites work: Adaptive Multilevel Monte Carlo Simulation / rank @@
+Normal rank
@@ Property / cites work @@
+Implementation and analysis of an adaptive multilevel Monte Carlo algorithm
+Normal rank
@@ Property / cites work @@
+Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations
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@@ Property / cites work @@
+A Multilevel Adaptive Reaction-splitting Simulation Method for Stochastic Reaction Networks
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@@ Property / cites work @@
+Multilevel hybrid Chernoff tau-leap
@@ Property / cites work: Multilevel hybrid Chernoff tau-leap / rank @@
+Normal rank
@@ Property / cites work @@
+The optimal uniform approximation of systems of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q3437544
@@ Property / cites work: Q3437544 / rank @@
+Normal rank