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

First Author: Giles M
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