Non-asymptotic error bounds for the multilevel Monte Carlo Euler method applied to SDEs with constant diffusion coefficient (Q2631837): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1708.07064 / rank | |||
Normal rank |
Revision as of 08:17, 19 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Non-asymptotic error bounds for the multilevel Monte Carlo Euler method applied to SDEs with constant diffusion coefficient |
scientific article |
Statements
Non-asymptotic error bounds for the multilevel Monte Carlo Euler method applied to SDEs with constant diffusion coefficient (English)
0 references
16 May 2019
0 references
non asymptotic bounds
0 references
Euler scheme
0 references
multilevel Monte Carlo methods
0 references
Malliavin calculus
0 references