Limit theorems for weighted and regular multilevel estimators (Q515540)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems for weighted and regular multilevel estimators |
scientific article |
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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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