Multilevel Monte Carlo method for ergodic SDEs without contractivity (Q2633846): Difference between revisions

@@ Property / DOI @@
-.1016/j.jmaa.2018.12.032
@@ Property / DOI: 10.1016/j.jmaa.2018.12.032 / rank @@
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@@ Property / arXiv ID @@
+.05932
@@ Property / arXiv ID: 1803.05932 / rank @@
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@@ Property / cites work @@
+Unbiased simulation of stochastic differential equations using parametrix expansions
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+Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
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+Exact simulation of diffusions
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+Coupling methods for multidimensional diffusion processes
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+Couplings and quantitative contraction rates for Langevin dynamics
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+Multilevel Monte Carlo Path Simulation
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+Multilevel Monte Carlo Methods
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+Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions
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+Geometric ergodicity of discrete-time approximations to multivariate diffusions
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+Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
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+Q5429735
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+Computing ergodic limits for Langevin equations
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+Exponential convergence of Langevin distributions and their discrete approximations
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+Q4308904
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+Second-order discretization schemes of stochastic differential systems for the computation of the invariant law
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+Multilevel Path Simulation for Jump-Diffusion SDEs
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@@ Property / Wikidata QID @@
+Q128506539
@@ Property / Wikidata QID: Q128506539 / rank @@
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@@ Property / DOI @@
+.1016/J.JMAA.2018.12.032
@@ Property / DOI: 10.1016/J.JMAA.2018.12.032 / rank @@
+Normal rank