Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations (2019)

First Author: Giles M
Attributed to:  Inference, COmputation and Numerics for Insights into Cities (ICONIC) 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