Citation: Dereich, Steffen et Li, Sangmeng, Multilevel monte carlo for lévy-driven sdes: central limit theorems for adaptive euler schemes, Annals of applied probability , 26(1), 2016, pp. 136-185
Citation: Dereich, Steffen, Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction, Annals of applied probability , 21(1), 2011, pp. 283-311
Authors:
Dereich, Steffen
Mailler, Cécile
Mörters, Peter
Citation: Dereich, Steffen et al., Nonextensive condensation in reinforced branching processes, Annals of applied probability , 27(4), 2017, pp. 2539-2568