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  Multilevel Monte Carlo for stochastic differential equations with additive fractional noise
 
 
Title: Multilevel Monte Carlo for stochastic differential equations with additive fractional noise
Author: Kloeden, Peter E.
Neuenkirch, Andreas
Pavani, Raffaella
Appeared in: Annals of operations research
Paging: Volume 189 (2009) nr. 1 pages 255-276
Year: 2009
Contents:
Publisher: Springer US, Boston
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 10 of 18 found articles
 
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