Multilevel and Multi-index Monte Carlo methods for the...

Statistics and Computing 2018 / 7 Vol. 28; Iss. 4

Multilevel and Multi-index Monte Carlo methods for the McKean–Vlasov equation

Haji-Ali, Abdul-Lateef, Tempone, Raúl
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Volume:
28
Language:
english
Journal:
Statistics and Computing
DOI:
10.1007/s11222-017-9771-5
Date:
July, 2018
File:
PDF, 1.17 MB
english, 2018
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