Combining Space-Time Multigrid Techniques with Multilevel Monte Carlo Methods for SDEs (Q5114567)
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scientific article; zbMATH DE number 7214484
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Combining Space-Time Multigrid Techniques with Multilevel Monte Carlo Methods for SDEs |
scientific article; zbMATH DE number 7214484 |
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Combining Space-Time Multigrid Techniques with Multilevel Monte Carlo Methods for SDEs (English)
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24 June 2020
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space-time multigrid
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multilevel Monte Carlo method
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stochastic differential equations
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parallel method
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