Multilevel Monte Carlo by using the Halton sequence (Q2213359)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel Monte Carlo by using the Halton sequence |
scientific article |
Statements
Multilevel Monte Carlo by using the Halton sequence (English)
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1 December 2020
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stochastic differential equation
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low discrepancy sequences
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multilevel Monte Carlo method
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