Weak antithetic MLMC estimation of SDEs with the milstein scheme for low-dimensional Wiener processes

DOI10.1016/j.aml.2018.11.017OpenAlexW2901237773WikidataQ128853105 ScholiaQ128853105MaRDI QIDQ1726623

Could not fetch data.

Publication date: 20 February 2019

Published in: (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.09316

zbMATH Keywords

Could not fetch data.

Mathematics Subject Classification ID

Could not fetch data.

This page was built for publication: Weak antithetic MLMC estimation of SDEs with the milstein scheme for low-dimensional Wiener processes