Multilevel Monte Carlo methods (Q5254047)

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Item:Q5254047
scientific article; zbMATH DE number 6443651
Language Label Description Also known as
English
Multilevel Monte Carlo methods
scientific article; zbMATH DE number 6443651

    Statements

    title
    Multilevel Monte Carlo methods (English)
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    author
    Michael B. Giles
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    publication date
    8 June 2015
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    zbMATH Keywords
    survey paper
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    numerical examples
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    multilevel Monte Carlo method
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    convergence
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    multilevel correction variance
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    Identifiers

    Mathematics Subject Classification ID
    65C30
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    60H15
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    60H35
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    65C05
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    35R60
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    65-02
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    65M75
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    65N75
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    zbMATH DE Number
    6443651
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    arXiv ID
    1304.5472
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