Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations (Q2302502)
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scientific article; zbMATH DE number 7174256
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| English | Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations |
scientific article; zbMATH DE number 7174256 |
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Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations (English)
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26 February 2020
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numerical analysis
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Monte Carlo methods
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stochastic gradient methods
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0.7891516089439392
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0.7630618810653687
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0.759864091873169
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0.7554641962051392
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