Non-asymptotic error bounds for the multilevel Monte Carlo Euler method applied to SDEs with constant diffusion coefficient (Q2631837)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7055650
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Non-asymptotic error bounds for the multilevel Monte Carlo Euler method applied to SDEs with constant diffusion coefficient |
scientific article; zbMATH DE number 7055650 |
Statements
Non-asymptotic error bounds for the multilevel Monte Carlo Euler method applied to SDEs with constant diffusion coefficient (English)
0 references
16 May 2019
0 references
non asymptotic bounds
0 references
Euler scheme
0 references
multilevel Monte Carlo methods
0 references
Malliavin calculus
0 references
0 references
0 references
0 references
0.8055065274238586
0 references
0.8053338527679443
0 references
0.8017155528068542
0 references
0.7702203989028931
0 references
