Multilevel Monte Carlo methods for the approximation of invariant measures of stochastic differential equations (2016)
Attributed to:
Coupling and Control in Continuous Time
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1605.01384
Publication URI: https://arxiv.org/abs/1605.01384
Type: Preprint