Multilevel path simulation for weak approximation schemes with application to Lévy-driven SDEs (Q520679): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+H35
@@ Property / Mathematics Subject Classification ID: 60H35 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G51
@@ Property / Mathematics Subject Classification ID: 60G51 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
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@@ Property / zbMATH DE Number @@
+6701615
@@ Property / zbMATH DE Number: 6701615 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lévy-driven stochastic differential equations
+Normal rank
@@ Property / zbMATH Keywords @@
+multilevel Monte Carlo
@@ Property / zbMATH Keywords: multilevel Monte Carlo / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+weak approximation schemes
@@ Property / zbMATH Keywords: weak approximation schemes / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W2584440323
@@ Property / OpenAlex ID: W2584440323 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:520679