Multilevel MC method for weak approximation of stochastic differential equation with the exact coupling scheme (Q2135071)
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scientific article; zbMATH DE number 7517557
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| English | Multilevel MC method for weak approximation of stochastic differential equation with the exact coupling scheme |
scientific article; zbMATH DE number 7517557 |
Statements
Multilevel MC method for weak approximation of stochastic differential equation with the exact coupling scheme (English)
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4 May 2022
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exact coupling
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stochastic differential equations
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numerical solution of stochastic differential equations
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weak convergence
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0.7858616709709167
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0.7742516398429871
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0.7705206274986267
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0.7692278623580933
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