Antithetic multilevel sampling method for nonlinear functionals of measure (Q2240845)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Antithetic multilevel sampling method for nonlinear functionals of measure |
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Antithetic multilevel sampling method for nonlinear functionals of measure (English)
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4 November 2021
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antithetic multi-level Monte Carlo estimator
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McKean-Vlasov SDEs
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propagation of chaos
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Wasserstein calculus
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