Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations (Q1996938): Difference between revisions

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+Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE
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+Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
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+Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises
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+Simulation of stochastic partial differential equations using finite element methods
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+Multilevel Monte Carlo method for parabolic stochastic partial differential equations
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+Weak approximation of stochastic partial differential equations: the nonlinear case
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+Weak order for the discretization of the stochastic heat equation
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+Q3504233
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+Q4433869
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+A Milstein scheme for SPDEs
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+The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds
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+Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise
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+Weak Convergence of Finite Element Approximations of Linear Stochastic Evolution Equations with Additive Lévy Noise
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+Strong and weak approximation of semilinear stochastic evolution equations
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+A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes
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