Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators (Q308405): Difference between revisions
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| Property / Mathematics Subject Classification ID: 65C30 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H35 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C05 / rank | |||
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| Property / zbMATH DE Number: 6623668 / rank | |||
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discretisation of SDEs | |||
| Property / zbMATH Keywords: discretisation of SDEs / rank | |||
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multilevel Monte Carlo methods | |||
| Property / zbMATH Keywords: multilevel Monte Carlo methods / rank | |||
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strong convergence | |||
| Property / zbMATH Keywords: strong convergence / rank | |||
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Ninomiya-Victoir scheme | |||
| Property / zbMATH Keywords: Ninomiya-Victoir scheme / rank | |||
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Revision as of 23:29, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators |
scientific article |
Statements
Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators (English)
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6 September 2016
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discretisation of SDEs
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multilevel Monte Carlo methods
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strong convergence
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Ninomiya-Victoir scheme
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