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Nicky Cordua Mattsson

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Research Output 2019 2019

  • 1 Journal article
42 Downloads (Pure)

Weak antithetic MLMC estimation of SDEs with the Milstein scheme for low-dimensional Wiener processes

Debrabant, K., Ghasemifard, A. & Mattsson, N. C., May 2019, In : Applied Mathematics Letters. 91, p. 22-27 6 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Wiener Process
Stochastic Equations
Differential equations
Differential equation
Approximation Methods