Antithetic multilevel Monte Carlo method for approximations of SDEs with non-globally Lipschitz continuous coefficients.

Chenxu Pang Xiaojie Wang

Published in: CoRR (2023)

Keyphrases

monte carlo method
markov chain
monte carlo
generalized gaussian
genetic algorithm
bayesian learning
posterior distribution
maximum likelihood estimation
wavelet coefficients
state space
learning machines
kullback leibler divergence
machine learning
optimal solution
support vector
transform coefficients