Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations (2019)
Attributed to:
Coupling and Control in Continuous Time
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1007/s11222-019-09890-0
Publication URI: http://dx.doi.org/10.1007/s11222-019-09890-0
Type: Journal Article/Review
Parent Publication: Statistics and Computing
Issue: 3