Central limit theorem of Multilevel Monte Carlo Euler estimators for Stochastic Volterra equations with fractional kernels
Fuente:
arXiv
Salvato in:
| Autori principali: | , , |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2025
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1866916777756196864 |
|---|---|
| author | Liu, Shanqi Hu, Yaozhong Gao, Hongjun |
| author_facet | Liu, Shanqi Hu, Yaozhong Gao, Hongjun |
| contents | This paper is devoted to proving a (Lindeberg-Feller type ) central limit theorem for the multilevel Monte Carlo estimator associated with the Euler discretization scheme for the stochastic Volterra equations with fractional kernels $K(u)=u^{H-\frac{1}{2}}/Γ(H+1/2), H\in (0,1/2]$. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2506_03421 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Central limit theorem of Multilevel Monte Carlo Euler estimators for Stochastic Volterra equations with fractional kernels Liu, Shanqi Hu, Yaozhong Gao, Hongjun Probability This paper is devoted to proving a (Lindeberg-Feller type ) central limit theorem for the multilevel Monte Carlo estimator associated with the Euler discretization scheme for the stochastic Volterra equations with fractional kernels $K(u)=u^{H-\frac{1}{2}}/Γ(H+1/2), H\in (0,1/2]$. |
| title | Central limit theorem of Multilevel Monte Carlo Euler estimators for Stochastic Volterra equations with fractional kernels |
| topic | Probability |
| url | https://arxiv.org/abs/2506.03421 |