Limit theorems for weighted and regular multilevel estimators (Q515540): Difference between revisions

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-Vincent Lemaire
@@ Property / author: Vincent Lemaire / rank @@
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+MaRDI publication profile
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+W3100311742
@@ Property / OpenAlex ID: W3100311742 / rank @@
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@@ Property / arXiv ID @@
+.05275
@@ Property / arXiv ID: 1611.05275 / rank @@
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@@ Property / cites work @@
+The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function
+Normal rank
@@ Property / cites work @@
+Central limit theorem for the multilevel Monte Carlo Euler method
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Multilevel simulation of functionals of Bernoulli random variables with application to basket credit derivatives
+Normal rank
@@ Property / cites work @@
+Efficient Monte Carlo simulation of security prices
+Normal rank
@@ Property / cites work @@
+Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators
+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 @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic error distributions for the Euler method for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Multilevel Richardson-Romberg extrapolation
@@ Property / cites work: Multilevel Richardson-Romberg extrapolation / rank @@
+Normal rank
@@ Property / cites work @@
+Expansion of the global error for numerical schemes solving stochastic differential equations
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@@ links / mardi / name / links / mardi / name @@
+Publication:515540