Limit theorems for weighted and regular multilevel estimators (Q515540)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems for weighted and regular multilevel estimators |
scientific article |
Statements
Limit theorems for weighted and regular multilevel estimators (English)
0 references
16 March 2017
0 references
multilevel Monte Carlo methods
0 references
law of large numbers
0 references
central limit theorem
0 references
Richardson-Romberg extrapolation
0 references
Euler scheme
0 references
nested Monte Carlo
0 references
diffusion
0 references
