Complexity of Multilevel Monte Carlo Tau-Leaping (Q5245403)
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scientific article; zbMATH DE number 6423448
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Complexity of Multilevel Monte Carlo Tau-Leaping |
scientific article; zbMATH DE number 6423448 |
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Complexity of Multilevel Monte Carlo Tau-Leaping (English)
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8 April 2015
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continuous-time Markov chains
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multilevel Monte Carlo method
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tau-leaping
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computational complexity
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variance
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coupling
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