Multilevel Monte Carlo for stochastic differential equations with small noise (Q2791763)
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scientific article; zbMATH DE number 6556613
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel Monte Carlo for stochastic differential equations with small noise |
scientific article; zbMATH DE number 6556613 |
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16 March 2016
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stochastic differential equations
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multilevel Monte Carlo method
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Euler-Maruyama method
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small noise
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Multilevel Monte Carlo for stochastic differential equations with small noise (English)
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