Unbiased estimators and multilevel Monte Carlo (Q4969336)
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scientific article; zbMATH DE number 7255253
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| default for all languages | No label defined |
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| English | Unbiased estimators and multilevel Monte Carlo |
scientific article; zbMATH DE number 7255253 |
Statements
Unbiased Estimators and Multilevel Monte Carlo (English)
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5 October 2020
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efficiency
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multilevel Monte Carlo
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stochastic differential equation
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stratification
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unbiased estimator
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0.7940089702606201
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0.7901496291160583
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0.7741281986236572
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0.7692952156066895
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0.7530891299247742
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