Multilevel Monte Carlo for stochastic differential equations with additive fractional noise
Year of publication: |
2011
|
---|---|
Authors: | Kloeden, Peter E. ; Neuenkirch, Andreas ; Pavani, Raffaella |
Published in: |
Annals of operations research. - Dordrecht, The Netherlands : Springer Nature B.V., ISSN 0254-5330, ZDB-ID 252629-3. - Vol. 189.2011, p. 255-276
|
Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Analysis | Mathematical analysis |
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