Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions (Q4611523): Difference between revisions

From MaRDI portal
ReferenceBot (talk | contribs)
Changed an Item
Set OpenAlex properties.
 
Property / OpenAlex ID
 
Property / OpenAlex ID: W2963529230 / rank
 
Normal rank

Latest revision as of 09:37, 30 July 2024

scientific article; zbMATH DE number 7003642
Language Label Description Also known as
English
Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions
scientific article; zbMATH DE number 7003642

    Statements

    Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions (English)
    0 references
    0 references
    0 references
    21 January 2019
    0 references
    multilevel
    0 references
    Monte Carlo
    0 references
    stochastic
    0 references
    numerical analysis
    0 references
    stopped diffusions
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references