Multilevel Monte Carlo for the Feynman-Kac formula for the Laplace equation (Q906958): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2035060992 / rank | |||
Normal rank | |||
Revision as of 01:14, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel Monte Carlo for the Feynman-Kac formula for the Laplace equation |
scientific article |
Statements
Multilevel Monte Carlo for the Feynman-Kac formula for the Laplace equation (English)
0 references
1 February 2016
0 references
Feynman-Kac formula
0 references
multilevel Monte Carlo method
0 references
walk on spheres algorithm
0 references
Laplace equation
0 references
