Multilevel Monte Carlo Method for Ergodic SDEs without Contractivity (2018)

First Author: Fang W

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/10.48550/arxiv.1803.05932

Publication URI: https://arxiv.org/abs/1803.05932

Type: Preprint