From Rough Path Estimates to Multilevel Monte Carlo (Q2807285): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q658636 |
||
Property / author | |||
Property / author: John G. M. Schoenmakers / rank | |||
Revision as of 10:18, 20 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | From Rough Path Estimates to Multilevel Monte Carlo |
scientific article |
Statements
From Rough Path Estimates to Multilevel Monte Carlo (English)
0 references
20 May 2016
0 references
stochastic differential equations
0 references
numerical methods
0 references
Monte Carlo methods
0 references
Gaussian processes
0 references