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Asymptotic error distribution for the Ninomiya-Victoir scheme in the commutative case
Anis Al Gerbi
,
Benjamin Jourdain
,
Emmanuelle Clément
2016
Preprints, Working Papers, ...
hal-01390897v1
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Ninomiya-Victoir scheme : Multilevel Monte-Carlo estimators and discretization of the involved Ordinary Differential Equations
Anis Al Gerbi
,
Benjamin Jourdain
,
Emmanuelle Clément
ESAIM: Proceedings and Surveys, 2017, Thematic cycle on Monte-Carlo techniques, 59, pp.1-14
Journal articles
hal-01421337v1
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Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators
Anis Al Gerbi
,
Benjamin Jourdain
,
Emmanuelle Clément
Monte Carlo Methods and Applications, 2016, 22 (3), pp.197-228
Journal articles
hal-01188675v1
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Asymptotics for the normalized error of the Ninomiya–Victoir scheme
Emmanuelle Clément
,
Anis Al Gerbi
,
Benjamin Jourdain
Journal articles
hal-01772604v1
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Ninomiya-Victoir scheme : strong convergence, asymptotics for the normalized error and multilevel Monte Carlo methods
Anis Al Gerbi
Theses
tel-01526983v1
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