Multilevel Monte Carlo for stochastic differential equations with additive fractional noise (Q666368): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q316934 |
Changed an Item |
||
| Property / author | |||
| Property / author: Peter E. Kloeden / rank | |||
Normal rank | |||
Revision as of 19:41, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel Monte Carlo for stochastic differential equations with additive fractional noise |
scientific article |
Statements
Multilevel Monte Carlo for stochastic differential equations with additive fractional noise (English)
0 references
8 March 2012
0 references
SDEs with additive noise
0 references
fractional Brownian motion
0 references
multilevel Monte Carlo
0 references
Euler scheme
0 references
Malliavin calculus
0 references
