"Multilevel Monte Carlo for stochastic differential equations with additive ..."

Peter E. Kloeden, Andreas Neuenkirch, Raffaella Pavani (2011)

> Home

Details and statistics

DOI: 10.1007/S10479-009-0663-8

access: closed

type: Journal Article

metadata version: 2020-08-13

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/anor/KloedenNP11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/anor/KloedenNP11
Peter E. Kloeden, Andreas Neuenkirch, Raffaella Pavani:
Multilevel Monte Carlo for stochastic differential equations with additive fractional noise. Ann. Oper. Res. 189(1): 255-276 (2011)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.