Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations (Q1996938)
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scientific article; zbMATH DE number 7316129
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| English | Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations |
scientific article; zbMATH DE number 7316129 |
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Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations (English)
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1 March 2021
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(multilevel) Monte Carlo methods
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variance reduction techniques
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stochastic partial differential equations
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weak convergence
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upper and lower error bounds
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0.9282204
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0.90707433
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0.90565217
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0.9013207
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0.89796615
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0.89384276
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