Multilevel Monte Carlo method for parabolic stochastic partial differential equations (Q1944017)
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scientific article; zbMATH DE number 6150066
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel Monte Carlo method for parabolic stochastic partial differential equations |
scientific article; zbMATH DE number 6150066 |
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Multilevel Monte Carlo method for parabolic stochastic partial differential equations (English)
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3 April 2013
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multilevel Monte Carlo
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stochastic partial differential equations
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stochastic finite elements methods
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stochastic parabolic equation
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multilevel approximations
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convergence
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complexity
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Galerkin discretizations in space
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Euler-Maruyama discretization in time
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