Ninomiya-Victoir scheme : Multilevel Monte Carlo estimators and discretization of the involved Ordinary Differential Equations (Q4606416)
From MaRDI portal
scientific article; zbMATH DE number 6847905
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ninomiya-Victoir scheme : Multilevel Monte Carlo estimators and discretization of the involved Ordinary Differential Equations |
scientific article; zbMATH DE number 6847905 |
Statements
Ninomiya-Victoir scheme : Multilevel Monte Carlo estimators and discretization of the involved Ordinary Differential Equations (English)
0 references
7 March 2018
0 references
convergence
0 references
Ninomiya-Victoir scheme
0 references
multilevel Monte Carlo estimators
0 references
Runge-Kutta method
0 references
Brownian vector fields
0 references
