Multilevel and multi-index Monte Carlo methods for the McKean-Vlasov equation (Q1704027): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel and multi-index Monte Carlo methods for the McKean-Vlasov equation |
scientific article |
Statements
Multilevel and multi-index Monte Carlo methods for the McKean-Vlasov equation (English)
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8 March 2018
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multi-index Monte Carlo
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multilevel Monte Carlo
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Monte Carlo
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particle systems
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McKean-Vlasov
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mean-field
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stochastic differential equations
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weak approximation
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sparse approximation
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combination technique
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