Multilevel Monte Carlo method for ergodic SDEs without contractivity (Q2633846)
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scientific article; zbMATH DE number 7053205
| Language | Label | Description | Also known as |
|---|---|---|---|
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| English | Multilevel Monte Carlo method for ergodic SDEs without contractivity |
scientific article; zbMATH DE number 7053205 |
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Multilevel Monte Carlo method for ergodic SDEs without contractivity (English)
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10 May 2019
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SDE
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Euler-Maruyama
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strong convergence
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change of measure
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invariant measure
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MLMC
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0.9199687
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0.9155946
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0.91112185
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0.9097096
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0.90869105
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0.9077918
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0.9067278
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0.90660346
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0.9043236
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