Using Coupling Methods to Estimate Sample Quality of Stochastic Differential Equations
From MaRDI portal
Publication:5149781
DOI10.1137/20M1312009zbMath1459.65009arXiv1912.10339OpenAlexW3127304293WikidataQ115246905 ScholiaQ115246905MaRDI QIDQ5149781
Jiayu Zhai, Yao Li, Matthew Dobson
Publication date: 8 February 2021
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.10339
Monte Carlo methods (65C05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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