Multilevel Monte Carlo methods for the approximation of invariant measures of stochastic differential equations (2016)

First Author: Giles Michael B.

Attributed to: Unbiased Inference for Complex Models 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: Journal Article/Review

Parent Publication: arXiv e-prints