Multilevel Monte Carlo for the Feynman-Kac formula for the Laplace equation (Q906958): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel Monte Carlo for the Feynman-Kac formula for the Laplace equation |
scientific article |
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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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