Multilevel Monte Carlo Methods (Q2926211)

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scientific article; zbMATH DE number 6443651
  • Multilevel Monte Carlo methods
Language Label Description Also known as
English
Multilevel Monte Carlo Methods
scientific article; zbMATH DE number 6443651
  • Multilevel Monte Carlo methods

Statements

title
Multilevel Monte Carlo Methods (English)
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Multilevel Monte Carlo methods (English)
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author
Michael B. Giles
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publication date
31 October 2014
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8 June 2015
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zbMATH Keywords
multilevel Monte Carlo methods
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survey paper
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numerical examples
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multilevel Monte Carlo method
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convergence
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multilevel correction variance
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Identifiers

zbMATH Open document ID
1302.65004
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1316.65010
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Mathematics Subject Classification ID
65C05
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65C30
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60H15
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60H35
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35R60
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65-02
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65M75
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65N75
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zbMATH DE Number
6362949
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6443651
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OpenAlex ID
W2949063410
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arXiv ID
1304.5472
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