Ninomiya-Victoir scheme : Multilevel Monte Carlo estimators...

ESAIM: Proceedings and Surveys 2017 Vol. 59

Ninomiya-Victoir scheme : Multilevel Monte Carlo estimators and discretization of the involved Ordinary Differential Equations

Al Gerbi, A., Jourdain, B., Clément, E., Bouchard, Bruno, Gobet, Emmanuel, Jourdain, Benjamin
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Volume:
59
Year:
2017
Language:
english
Journal:
ESAIM: Proceedings and Surveys
DOI:
10.1051/proc/201759001
File:
PDF, 379 KB
english, 2017
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