Limit theorems for weighted and regular multilevel estimators (Q515540): Difference between revisions
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| Property / author: Vincent Lemaire / rank | |||
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| Property / Mathematics Subject Classification ID: 65C05 / rank | |||
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| Property / Mathematics Subject Classification ID: 60F15 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C30 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H15 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H35 / rank | |||
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| Property / Mathematics Subject Classification ID: 35R60 / rank | |||
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| Property / zbMATH DE Number: 6695539 / rank | |||
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multilevel Monte Carlo methods | |||
| Property / zbMATH Keywords: multilevel Monte Carlo methods / rank | |||
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law of large numbers | |||
| Property / zbMATH Keywords: law of large numbers / rank | |||
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central limit theorem | |||
| Property / zbMATH Keywords: central limit theorem / rank | |||
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Richardson-Romberg extrapolation | |||
| Property / zbMATH Keywords: Richardson-Romberg extrapolation / rank | |||
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Euler scheme | |||
| Property / zbMATH Keywords: Euler scheme / rank | |||
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nested Monte Carlo | |||
| Property / zbMATH Keywords: nested Monte Carlo / rank | |||
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diffusion | |||
| Property / zbMATH Keywords: diffusion / rank | |||
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Revision as of 05:01, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems for weighted and regular multilevel estimators |
scientific article |
Statements
Limit theorems for weighted and regular multilevel estimators (English)
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16 March 2017
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multilevel Monte Carlo methods
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law of large numbers
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central limit theorem
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Richardson-Romberg extrapolation
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Euler scheme
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nested Monte Carlo
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diffusion
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