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Artigo Revisado por pares
BIBTEX RIS

Multilevel Monte Carlo for stochastic differential equations with additive fractional noise

2009; Springer Science+Business Media; Volume: 189; Issue: 1 Linguagem: Inglês

10.1007/s10479-009-0663-8

ISSN

1572-9338

Autores

Peter E. Kloeden, Andreas Neuenkirch, Raffaella Pavani,

Tópico(s)

Probabilistic and Robust Engineering Design

Referência(s)
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Annals of Operations Research
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