Multilevel and multi-index Monte Carlo methods for the McKean-Vlasov equation (Q1704027): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: GNU parallel / rank | |||
Normal rank | |||
Revision as of 15:56, 28 February 2024
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)
0 references
8 March 2018
0 references
multi-index Monte Carlo
0 references
multilevel Monte Carlo
0 references
Monte Carlo
0 references
particle systems
0 references
McKean-Vlasov
0 references
mean-field
0 references
stochastic differential equations
0 references
weak approximation
0 references
sparse approximation
0 references
combination technique
0 references
