Multilevel and Multi-index Monte Carlo methods for the McKean–Vlasov equation
Haji-Ali, Abdul-Lateef, Tempone, RaúlVolume:
28
Langue:
english
Journal:
Statistics and Computing
DOI:
10.1007/s11222-017-9771-5
Date:
July, 2018
Fichier:
PDF, 1.17 MB
english, 2018