Ninomiya–Victoir scheme: Strong convergence, antithetic...

Ninomiya–Victoir scheme: Strong convergence, antithetic version and application to multilevel estimators

Al Gerbi, Anis, Jourdain, Benjamin, Clément, Emmanuelle
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Volume:
22
Language:
english
Journal:
Monte Carlo Methods and Applications
DOI:
10.1515/mcma-2016-0109
Date:
January, 2016
File:
PDF, 1.14 MB
english, 2016
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