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Unbiased Estimators and Multilevel Monte Carlo - MaRDI portal

Unbiased Estimators and Multilevel Monte Carlo (Q4969336)

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scientific article; zbMATH DE number 7255253
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English
Unbiased Estimators and Multilevel Monte Carlo
scientific article; zbMATH DE number 7255253

    Statements

    title
    Unbiased Estimators and Multilevel Monte Carlo (English)
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    publication date
    5 October 2020
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    zbMATH Keywords
    efficiency
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    multilevel Monte Carlo
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    stochastic differential equation
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    stratification
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    unbiased estimator
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    author
    Matti Vihola
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    cites work
    Q3656688
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    Q5823894
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    Q4433869
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    Q4004325
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    Q4421713
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    Identifiers

    Mathematics Subject Classification ID
    62H12
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    60H15
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    65C05
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    zbMATH DE Number
    7255253
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    Wikidata QID
    Q109746503
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    OpenAlex ID
    W2963292708
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    arXiv ID
    1512.01022
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