Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations (Q2302502): Difference between revisions

@@ Property / author @@
-Konstantinos C. Zygalakis
@@ Property / author: Konstantinos C. Zygalakis / rank @@
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@@ Property / author @@
+Konstantinos C. Zygalakis
@@ Property / author: Konstantinos C. Zygalakis / rank @@
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+W2972358848
@@ Property / OpenAlex ID: W2972358848 / rank @@
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+.01384
@@ Property / arXiv ID: 1605.01384 / rank @@
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@@ Property / cites work @@
+High Order Numerical Approximation of the Invariant Measure of Ergodic SDEs
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+Unbiased Monte Carlo: posterior estimation for intractable/infinite-dimensional models
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+Efficient Monte Carlo simulation of security prices
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+Multilevel Monte Carlo method for ergodic SDEs without contractivity
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+Multilevel Monte Carlo Methods
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+Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation
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+Monte Carlo sampling methods using Markov chains and their applications
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+Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients
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+Expansion of the global error for numerical schemes solving stochastic differential equations
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+(Non-) asymptotic properties of Stochastic Gradient Langevin Dynamics
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+On the Existence and the Applications of Modified Equations for Stochastic Differential Equations
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@@ Property / Wikidata QID @@
+Q127292521
@@ Property / Wikidata QID: Q127292521 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:2302502