Complexity of Multilevel Monte Carlo Tau-Leaping
type: Item
instance of: scholarly article
title: Complexity of Multilevel Monte Carlo Tau-Leaping
zbMATH Open document ID: 1327.60136
DOI: 10.1137/130940761
author: Desmond J. Higham
author: Yu Sun
author: David F. Anderson
published in: SIAM Journal on Numerical Analysis
publication date: 2015-04-08T00:00:00Z
full work available at URL: https://arxiv.org/abs/1310.2676
full work available at URL: https://strathprints.strath.ac.uk/51740/
Mathematics Subject Classification ID: 60J22
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 65C40
Mathematics Subject Classification ID: 60J27
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65C20
Mathematics Subject Classification ID: 92C40
zbMATH DE Number: 6423448
zbMATH Keywords: continuous-time Markov chains
zbMATH Keywords: multilevel Monte Carlo method
zbMATH Keywords: tau-leaping
zbMATH Keywords: computational complexity
zbMATH Keywords: variance
zbMATH Keywords: coupling
MaRDI profile type: Publication
OpenAlex ID: W2050083387
arXiv ID: 1310.2676
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description: scientific article; zbMATH DE number 6423448