Improved Stabilized Multilevel Monte Carlo Method for Stiff Stochastic Differential Equations (Q5264882): Difference between revisions

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+Stabilized multilevel Monte Carlo method for stiff stochastic differential equations
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+Stabilized methods for stiff stochastic systems
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+S-ROCK methods for stiff Itô SDEs
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+Second order Chebyshev methods based on orthogonal polynomials
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+Weak Second Order Explicit Stabilized Methods for Stiff Stochastic Differential Equations
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+On the Acceleration of the Multi-Level Monte Carlo Method
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+Multilevel Monte Carlo Path Simulation
@@ Property / cites work: Multilevel Monte Carlo Path Simulation / rank @@
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+Q4433608
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+Q4004325
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+Continuous Markov processes and stochastic equations
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+Mathematical biology. Vol. 1: An introduction.
@@ Property / cites work: Mathematical biology. Vol. 1: An introduction. / rank @@
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+Q4531864
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