Thinning and multilevel Monte Carlo methods for piecewise deterministic (Markov) processes with an application to a stochastic Morris–Lecar model (Q3298816)

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Thinning and multilevel Monte Carlo methods for piecewise deterministic (Markov) processes with an application to a stochastic Morris–Lecar model
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    Thinning and multilevel Monte Carlo methods for piecewise deterministic (Markov) processes with an application to a stochastic Morris–Lecar model (English)
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    16 July 2020
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    piecewise deterministic (Markov) processes
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    multilevel Monte Carlo
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    thinning
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    strong error estimate
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    weak error expansion
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    Morris-Lecar model
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