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Multi-index importance sampling for McKean--Vlasov stochastic differential equations

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Rached, Nadhir Ben, Haji-Ali, Abdul-Lateef, Pillai, Shyam Mohan Subbiah, Tempone, Raúl
Natura:	Preprint
Pubblicazione:	2023
Soggetti:	Numerical Analysis Computation 60H35, 65C30, 65C05, 65C35
Accesso online:	Acceder al recurso
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