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Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation. (2015)

First Author: Müller EH

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1098/rspa.2014.0679

PubMed Identifier: 27547075

Publication URI: http://europepmc.org/abstract/MED/27547075

Type: Journal Article/Review

Volume: 471

Parent Publication: Proceedings. Mathematical, physical, and engineering sciences

Issue: 2176

ISSN: 1364-5021