Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation (Q5362397)
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scientific article; zbMATH DE number 6784557
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| English | Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation |
scientific article; zbMATH DE number 6784557 |
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Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation (English)
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29 September 2017
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0.8057447671890259
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0.8018286824226379
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0.7844571471214294
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0.7827050089836121
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