Analysis of Multi-Index Monte Carlo Estimators for a Zakai SPDE (Q4688171)
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scientific article; zbMATH DE number 6961128
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of Multi-Index Monte Carlo Estimators for a Zakai SPDE |
scientific article; zbMATH DE number 6961128 |
Statements
22 October 2018
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parabolic stochastic partial differential equations
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multilevel Monte Carlo
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multi-index Monte Carlo
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stochastic finite differences
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Zakai equation
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math.NA
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