Multilevel Monte Carlo for the Feynman-Kac formula for the Laplace equation (Q906958): Difference between revisions

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Revision as of 01:35, 5 March 2024

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Multilevel Monte Carlo for the Feynman-Kac formula for the Laplace equation
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    Multilevel Monte Carlo for the Feynman-Kac formula for the Laplace equation (English)
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    1 February 2016
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    Feynman-Kac formula
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    multilevel Monte Carlo method
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    walk on spheres algorithm
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    Laplace equation
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