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scientific article; zbMATH DE number 5049859
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scientific article; zbMATH DE number 5049859

    Statements

    author
    Florent Malrieu
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    Denis Talay
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    publication date
    28 August 2006
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    zbMATH Keywords
    Poincaré inequality
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    Euler scheme
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    stochastic differential equation
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    diffusion
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    logarithmic Sobolev inequality
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    convergence
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    Monte Carlo methods
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    Identifiers

    Mathematics Subject Classification ID
    65C30
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    65L06
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    60H10
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    65C05
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    65L20
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    60H35
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    zbMATH DE Number
    5049859
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