Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations - researchr publication authors

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Michael B. Giles, Mateusz B. Majka, Lukasz Szpruch, Sebastian J. Vollmer, Konstantinos C. Zygalakis. Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations. Statistics and Computing, 30(3):507-524, 2020. [doi]

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