Random bit multilevel algorithms for stochastic differential equations (Q2274401)
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scientific article
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| English | Random bit multilevel algorithms for stochastic differential equations |
scientific article |
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Random bit multilevel algorithms for stochastic differential equations (English)
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19 September 2019
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random bits
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multilevel Monte Carlo algorithms
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stochastic differential equations
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0.9281389713287354
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0.7830251455307007
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0.7591550946235657
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