From rough path estimates to multilevel Monte Carlo (Q2807285)
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scientific article; zbMATH DE number 6583128
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | From rough path estimates to multilevel Monte Carlo |
scientific article; zbMATH DE number 6583128 |
Statements
20 May 2016
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stochastic differential equations
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numerical methods
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Monte Carlo methods
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Gaussian processes
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From rough path estimates to multilevel Monte Carlo (English)
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