ESAIM: Proceedings and Surveys

Ninomiya-Victoir scheme : Multilevel Monte Carlo estimators and discretization of the involved Ordinary Differential Equations

A. Al Gerbi, B. Jourdain and E. Clément

ESAIM: ProcS, 59 (2017) 1-14

Published online: 08 November 2017

DOI: 10.1051/proc/201759001

A. Al Gerbi

B. Jourdain

E. Clément

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