Stabilized multilevel Monte Carlo method for stiff stochastic differential equations
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Cited in
(15)- Improved stabilized multilevel Monte Carlo method for stiff stochastic differential equations
- Study of micro-macro acceleration schemes for linear slow-fast stochastic differential equations with additive noise
- An explicit split-step truncated Milstein method for stochastic differential equations
- Rapid Covariance-Based Sampling of Linear SPDE Approximations in the Multilevel Monte Carlo Method
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- Wilson wavelets for solving nonlinear stochastic integral equations
- Optimal explicit stabilized integrator of weak order 1 for stiff and ergodic stochastic differential equations
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- An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
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