Multilevel Monte Carlo EM scheme for MV-SDEs with small noise (Q6668661)
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scientific article; zbMATH DE number 7972570
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel Monte Carlo EM scheme for MV-SDEs with small noise |
scientific article; zbMATH DE number 7972570 |
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Multilevel Monte Carlo EM scheme for MV-SDEs with small noise (English)
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22 January 2025
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McKean-Vlasov stochastic differential equations
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multilevel Monte Carlo method
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Euler-Maruyama scheme
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