A Micro-Macro Acceleration Method for the Monte Carlo Simulation of Stochastic Differential Equations

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Publication:4594904

DOI10.1137/16M1066658zbMath1378.65031arXiv1511.06171MaRDI QIDQ4594904

Przemysław Zieliński, Giovanni Samaey, Kristian Debrabant

Publication date: 27 November 2017

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.06171




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