Multilevel and multi-index Monte Carlo methods for the McKean-Vlasov equation (Q1704027): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Created claim: DBLP publication ID (P1635): journals/sac/Haji-AliT18, #quickstatements; #temporary_batch_1731547958265 |
||
| Property / DBLP publication ID | |||
| Property / DBLP publication ID: journals/sac/Haji-AliT18 / rank | |||
Normal rank | |||
Latest revision as of 02:49, 14 November 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel and multi-index Monte Carlo methods for the McKean-Vlasov equation |
scientific article |
Statements
Multilevel and multi-index Monte Carlo methods for the McKean-Vlasov equation (English)
0 references
8 March 2018
0 references
multi-index Monte Carlo
0 references
multilevel Monte Carlo
0 references
Monte Carlo
0 references
particle systems
0 references
McKean-Vlasov
0 references
mean-field
0 references
stochastic differential equations
0 references
weak approximation
0 references
sparse approximation
0 references
combination technique
0 references
0 references
0 references
0 references
0 references
0 references
