hal-01421337

title_s

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

auteur

Anis Al Gerbi, Benjamin Jourdain, Emmanuelle Clément

journal

ESAIM: Proceedings and Surveys

volume

59

pages

1-14

fichier_autre

http://arxiv.org/pdf/1612.07017

origine_autre

arxiv

annee

2017