Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Ninomiya-Victoir scheme : strong convergence, asymptotics for the normalized error and multilevel Monte Carlo methods.
Convergence forte, Convergence stable en loi, Multilevel Monte Carlo methods, Méthodes de Monte Carlo multi-Pas, Ninomiya-Victoir scheme, Schéma de Ninomiya-Victoir, Simulation, Stable convergence in law, Strong convergence
Ninomiya-Victoir scheme : strong convergence, asymptotics for the normalized error and multilevel Monte Carlo methods.
Convergence forte, Convergence stable en loi, Multilevel Monte Carlo methods, Méthodes de Monte Carlo multi-Pas, Ninomiya-Victoir scheme, Schéma de Ninomiya-Victoir, Simulation, Stable convergence in law, Strong convergence
Ninomiya–Victoir scheme: Strong convergence, antithetic version and application to multilevel estimators.
Discretisation of SDEs, Multilevel Monte Carlo methods, Ninomiya–Victoir scheme, Strong convergence