A multilevel Monte Carlo algorithm for stochastic differential equations driven by countably dimensional Wiener process and Poisson random measure (Q6638820)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A multilevel Monte Carlo algorithm for stochastic differential equations driven by countably dimensional Wiener process and Poisson random measure |
scientific article; zbMATH DE number 7944863
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multilevel Monte Carlo algorithm for stochastic differential equations driven by countably dimensional Wiener process and Poisson random measure |
scientific article; zbMATH DE number 7944863 |
Statements
A multilevel Monte Carlo algorithm for stochastic differential equations driven by countably dimensional Wiener process and Poisson random measure (English)
0 references
14 November 2024
0 references
countably dimensional Wiener process
0 references
Poisson random measure
0 references
stochastic differential equations with jumps
0 references
randomized Euler algorithm
0 references
multilevel Monte Carlo method
0 references
information-based complexity
0 references
0 references
0 references
0 references
0 references
