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Multilevel Monte Carlo for Smoothing via Transport Methods - MaRDI portal

Multilevel Monte Carlo for Smoothing via Transport Methods (Q4580285)

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scientific article; zbMATH DE number 6917646
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English
Multilevel Monte Carlo for Smoothing via Transport Methods
scientific article; zbMATH DE number 6917646

    Statements

    title
    Multilevel Monte Carlo for Smoothing via Transport Methods (English)
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    author
    Jeremie Houssineau
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    Ajay Jasra
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    Sumeetpal S. Singh
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    publication date
    14 August 2018
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    zbMATH Keywords
    transport map
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    stochastic differential equation
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    multilevel Monte Carlo
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    Identifiers

    DOI
    10.1137/17M1156071
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    zbMATH DE Number
    6917646
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    arXiv ID
    1711.02836
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    OpenAlex ID
    W2963868359
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    Wikidata QID
    Q129412110
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