Multilevel Monte Carlo Approximation of Distribution Functions and Densities (Q2945150): Difference between revisions

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Latest revision as of 17:33, 10 July 2024

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Multilevel Monte Carlo Approximation of Distribution Functions and Densities
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    Multilevel Monte Carlo Approximation of Distribution Functions and Densities (English)
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    9 September 2015
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    multilevel Monte Carlo
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    approximation of distribution functions and densities
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    stochastic differential equations
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    path-(in)dependent functionals
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    stopped exit times
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    smoothing
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