Complexity of Multilevel Monte Carlo Tau-Leaping (Q5245403)
From MaRDI portal
scientific article; zbMATH DE number 6423448
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Complexity of Multilevel Monte Carlo Tau-Leaping |
scientific article; zbMATH DE number 6423448 |
Statements
Complexity of Multilevel Monte Carlo Tau-Leaping (English)
0 references
8 April 2015
0 references
continuous-time Markov chains
0 references
multilevel Monte Carlo method
0 references
tau-leaping
0 references
computational complexity
0 references
variance
0 references
coupling
0 references
