Ninomiya–Victoir scheme: Strong convergence, antithetic version and application to multilevel estimators
Al Gerbi, Anis, Jourdain, Benjamin, Clément, EmmanuelleVolume:
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