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

Publisher: Edp Sciences

E-ISSN: 2267-3059|59|issue|1-14

ISSN: 2267-3059

Source: ESAIM: Proceedings and surveys, Vol.59, Iss.issue, 2017-11, pp. : 1-14

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Abstract