Multi-level Monte Carlo methods with the truncated Euler-Maruyama scheme for stochastic differential equations (Q5028557)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7471967
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multi-level Monte Carlo methods with the truncated Euler-Maruyama scheme for stochastic differential equations |
scientific article; zbMATH DE number 7471967 |
Statements
Multi-level Monte Carlo methods with the truncated Euler–Maruyama scheme for stochastic differential equations (English)
0 references
10 February 2022
0 references
truncated Euler-Maruyama method
0 references
multi-level Monte Carlo method
0 references
stochastic differential equations
0 references
nonlinear coefficients
0 references
approximation to expectation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8087427020072937
0 references
0.8055942058563232
0 references
0.7996238470077515
0 references
0.7964951992034912
0 references
