Sangmeng Li

From MaRDI portal
Person:259570

Available identifiers

zbMath Open li.sangmengMaRDI QIDQ259570

List of research outcomes





PublicationDate of PublicationType
Multilevel Monte Carlo Implementation for SDEs Driven by Truncated Stable Processes2017-01-20Paper
Multilevel Monte Carlo for Lévy-driven SDEs: central limit theorems for adaptive Euler schemes2016-03-11Paper
Multilevel Monte Carlo simulation for stochastic differential equations driven by Lévy processes2016-03-11Paper
Constructive Quantization and Multilevel Algorithms for Quadrature of Stochastic Differential Equations2015-06-18Paper

Research outcomes over time

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