Recent advances in various fields of numerical probability***
The goal of this paper is to present a series of recent contributions on some various problems of numerical probability. Beginning with the Richardson-Romberg Multilevel Monte-Carlo method which, among other fields of applications, is a very efficient method for the app...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2015-10-01
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| Series: | ESAIM: Proceedings and Surveys |
| Online Access: | http://dx.doi.org/10.1051/proc/201551015 |