Ninomiya-Victoir scheme : Multilevel Monte Carlo estimators and discretization of the involved Ordinary Differential Equations (Q4606416)
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scientific article; zbMATH DE number 6847905
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| English | Ninomiya-Victoir scheme : Multilevel Monte Carlo estimators and discretization of the involved Ordinary Differential Equations |
scientific article; zbMATH DE number 6847905 |
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Ninomiya-Victoir scheme : Multilevel Monte Carlo estimators and discretization of the involved Ordinary Differential Equations (English)
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7 March 2018
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convergence
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Ninomiya-Victoir scheme
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multilevel Monte Carlo estimators
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Runge-Kutta method
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Brownian vector fields
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0.8856662
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0.8763664
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0.87482846
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0.86882555
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0.8688191
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0.8682652
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0.8669315
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