Central limit theorem for the antithetic multilevel Monte Carlo method
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Publication:2170368
DOI10.1214/21-AAP1726zbMath1496.60018arXiv2002.08834WikidataQ113752019 ScholiaQ113752019MaRDI QIDQ2170368
Thi Bao Tram Ngo, Ahmed Kebaier, Mohamed Ben Alaya
Publication date: 5 September 2022
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2002.08834
Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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Cites Work
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