A continuation multilevel Monte Carlo algorithm (Q2350720): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1402.2463 / rank | |||
Normal rank | |||
Revision as of 04:44, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A continuation multilevel Monte Carlo algorithm |
scientific article |
Statements
A continuation multilevel Monte Carlo algorithm (English)
0 references
25 June 2015
0 references
multilevel Monte Carlo
0 references
Monte Carlo
0 references
partial differential equations with random data
0 references
stochastic differential equations
0 references
Bayesian inference
0 references
algorithm
0 references
numerical result
0 references
