The following pages link to Sangmeng Li (Q259570):
Displaying 4 items.
- Multilevel Monte Carlo for Lévy-driven SDEs: central limit theorems for adaptive Euler schemes (Q259571) (← links)
- (Q2794780) (← links)
- Multilevel Monte Carlo Implementation for SDEs Driven by Truncated Stable Processes (Q2957022) (← links)
- Constructive Quantization and Multilevel Algorithms for Quadrature of Stochastic Differential Equations (Q5256556) (← links)