scientific article; zbMATH DE number 2000348
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Publication:4433869
zbMath1031.65005MaRDI QIDQ4433869
Publication date: 3 November 2003
Full work available at URL: http://link.springer.de/link/service/series/0558/bibs/2179/21790058.htm
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
convergencevariance reductionmultilevel Monte Carlo methodsstochastic solution of integral equations
Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Fredholm integral equations (45B05)
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Lévy-driven SDEs: central limit theorems for adaptive Euler schemes
