Combining space-time multigrid techniques with multilevel Monte Carlo methods for SDEs (Q5114567)
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scientific article; zbMATH DE number 7214484
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| English | Combining space-time multigrid techniques with multilevel Monte Carlo methods for SDEs |
scientific article; zbMATH DE number 7214484 |
Statements
Combining Space-Time Multigrid Techniques with Multilevel Monte Carlo Methods for SDEs (English)
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24 June 2020
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space-time multigrid
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multilevel Monte Carlo method
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stochastic differential equations
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parallel method
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0.8653101921081543
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0.7936326861381531
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0.7870522737503052
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0.7796956300735474
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0.778221070766449
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