Improved stabilized multilevel Monte Carlo method for stiff stochastic differential equations (Q5264882)
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scientific article; zbMATH DE number 6466228
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| English | Improved stabilized multilevel Monte Carlo method for stiff stochastic differential equations |
scientific article; zbMATH DE number 6466228 |
Statements
Improved Stabilized Multilevel Monte Carlo Method for Stiff Stochastic Differential Equations (English)
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28 July 2015
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0.9350361227989196
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0.8455349802970886
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0.8057447671890259
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0.8004428744316101
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0.7869764566421509
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