Non-nested Adaptive Timesteps in Multilevel Monte Carlo Computations (Q2957039)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-nested Adaptive Timesteps in Multilevel Monte Carlo Computations |
scientific article |
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Non-nested Adaptive Timesteps in Multilevel Monte Carlo Computations (English)
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20 January 2017
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multilevel Monte Carlo
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adaptive timestep
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continuous-time Markov process
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numerical experiments
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stochastic differential equations
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