Geometrization of Monte-Carlo numerical analysis of an elliptic operator: strong approximation

Cruzeiro, Ana Bela; Malliavin, Paul; Thalmaier, Anton

doi:10.1016/j.crma.2004.01.007

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Article (Scientific journals)

Geometrization of Monte-Carlo numerical analysis of an elliptic operator: strong approximation

Cruzeiro, Ana Bela; Malliavin, Paul; Thalmaier, Anton

2004 • In Comptes Rendus. Mathématique, 338 (6), p. 481-486

Peer reviewed

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https://hdl.handle.net/10993/13723

DOI
10.1016/j.crma.2004.01.007

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Disciplines :

Mathematics

Author, co-author :

Cruzeiro, Ana Bela; Mathematics Department of Instituto Superior Técnico > Universidade de Lisboa

Malliavin, Paul; Académie des Sciences > Institut de France

Thalmaier, Anton ; University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit

Language :

English

Title :

Geometrization of Monte-Carlo numerical analysis of an elliptic operator: strong approximation

Publication date :

2004

Journal title :

Comptes Rendus. Mathématique

ISSN :

1631-073X

Volume :

338

Issue :

Pages :

481-486

Peer reviewed :

Peer reviewed

Additional URL :

http://dx.doi.org/10.1016/j.crma.2004.01.007

Commentary :

2057730 (2005c:60087)

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since 26 December 2013

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