Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators (Q308405)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators |
scientific article |
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Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators (English)
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6 September 2016
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discretisation of SDEs
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multilevel Monte Carlo methods
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strong convergence
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Ninomiya-Victoir scheme
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