Pages that link to "Item:Q2405119"
From MaRDI portal
The following pages link to Multilevel Richardson-Romberg extrapolation (Q2405119):
Displayed 21 items.
- Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators (Q308405) (← links)
- Limit theorems for weighted and regular multilevel estimators (Q515540) (← links)
- Weighted multilevel Langevin simulation of invariant measures (Q1634175) (← links)
- Coupling importance sampling and multilevel Monte Carlo using sample average approximation (Q1657808) (← links)
- A generic construction for high order approximation schemes of semigroups using random grids (Q2049919) (← links)
- Total variation distance between two diffusions in small time with unbounded drift: application to the Euler-Maruyama scheme (Q2105171) (← links)
- Weak error for nested multilevel Monte Carlo (Q2218848) (← links)
- Accelerated finite elements schemes for parabolic stochastic partial differential equations (Q2219500) (← links)
- Multilevel Monte Carlo for computing the SCR with the standard formula and other stress tests (Q2234762) (← links)
- Antithetic multilevel sampling method for nonlinear functionals of measure (Q2240845) (← links)
- Multilevel Picard approximations for McKean-Vlasov stochastic differential equations (Q2247730) (← links)
- An implementation of Milstein's method for general bounded diffusions (Q2311990) (← links)
- Iterative multilevel particle approximation for McKean-Vlasov SDEs (Q2330461) (← links)
- Thinning and multilevel Monte Carlo methods for piecewise deterministic (Markov) processes with an application to a stochastic Morris–Lecar model (Q3298816) (← links)
- Numerical methods for Stochastic differential equations: two examples (Q4615502) (← links)
- Richardson Extrapolation of Polynomial Lattice Rules (Q4646439) (← links)
- Asymptotic Analysis of Multilevel Best Linear Unbiased Estimators (Q5010086) (← links)
- Importance Sampling for Pathwise Sensitivity of Stochastic Chaotic Systems (Q5158921) (← links)
- An Antithetic Approach of Multilevel Richardson-Romberg Extrapolation Estimator for Multidimensional SDES (Q5274991) (← links)
- Discretization of the ergodic functional central limit theorem (Q6091975) (← links)
- Approximation of Stochastic Volterra Equations with kernels of completely monotone type (Q6140843) (← links)