Notice détaillée
Titre
Blumenthal, Adrian
Sciper ID
170349
Laboratoires affiliés
ANMC
Publications
Improved stabilized multilevel Monte Carlo method for stiff stochastic differential equations
Stabilized Numerical Methods for Stochastic Differential Equations driven by Diffusion and Jump-Diffusion Processes
Stabilized multilevel Monte Carlo method for stiff stochastic differential equations
The multilevel Monte Carlo method for stochastic differential equations driven by jump-diffusion processes
Stabilized Numerical Methods for Stochastic Differential Equations driven by Diffusion and Jump-Diffusion Processes
Stabilized multilevel Monte Carlo method for stiff stochastic differential equations
The multilevel Monte Carlo method for stochastic differential equations driven by jump-diffusion processes
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