Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators (Q308405)
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scientific article; zbMATH DE number 6623668
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| English | Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators |
scientific article; zbMATH DE number 6623668 |
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Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators (English)
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6 September 2016
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discretisation of SDEs
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multilevel Monte Carlo methods
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strong convergence
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Ninomiya-Victoir scheme
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0.9104267358779908
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0.8008130192756653
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0.7935225367546082
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0.7822481989860535
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