A Fully Parallelizable Space-Time Multilevel Monte Carlo Method for Stochastic Differential Equations with Additive Noise (Q4569310)
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scientific article; zbMATH DE number 6897153
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Fully Parallelizable Space-Time Multilevel Monte Carlo Method for Stochastic Differential Equations with Additive Noise |
scientific article; zbMATH DE number 6897153 |
Statements
A Fully Parallelizable Space-Time Multilevel Monte Carlo Method for Stochastic Differential Equations with Additive Noise (English)
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28 June 2018
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Monte Carlo estimators
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space-time multigrid
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stochastic differential equations
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stochastic partial differential equations
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parallel-in-time algorithms
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