From Rough Path Estimates to Multilevel Monte Carlo (Q2807285)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | From Rough Path Estimates to Multilevel Monte Carlo |
scientific article |
Statements
From Rough Path Estimates to Multilevel Monte Carlo (English)
0 references
20 May 2016
0 references
stochastic differential equations
0 references
numerical methods
0 references
Monte Carlo methods
0 references
Gaussian processes
0 references
