Multilevel Monte Carlo method for ergodic SDEs without contractivity (Q2633846): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1803.05932 / rank | |||
Normal rank | |||
Revision as of 07:28, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel Monte Carlo method for ergodic SDEs without contractivity |
scientific article |
Statements
Multilevel Monte Carlo method for ergodic SDEs without contractivity (English)
0 references
10 May 2019
0 references
SDE
0 references
Euler-Maruyama
0 references
strong convergence
0 references
change of measure
0 references
invariant measure
0 references
MLMC
0 references
