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"Some ideas for bias and variance reduction in the splitting algorithm for ..."

Damien Jacquemart, Jérôme Morio, François Le Gland (2015)

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DOI: 10.1016/J.JOCS.2015.09.005

access: closed

type: Journal Article

metadata version: 2022-03-16

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Damien Jacquemart, Jérôme Morio, François Le Gland:
Some ideas for bias and variance reduction in the splitting algorithm for diffusion processes. J. Comput. Sci. 11: 58-68 (2015)

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