Multilevel MC method for weak approximation of stochastic differential equation with the exact coupling scheme (Q2135071)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel MC method for weak approximation of stochastic differential equation with the exact coupling scheme |
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Multilevel MC method for weak approximation of stochastic differential equation with the exact coupling scheme (English)
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4 May 2022
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exact coupling
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stochastic differential equations
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numerical solution of stochastic differential equations
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weak convergence
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