Source: ISSN: 1083-6489 ; Electronic Journal of Probability ; https://hal.science/hal-00600244 ; Electronic Journal of Probability, 2011, 16, pp.174-215.

تفاصيل العنوان

اقرأ أكثر حفظ في قائمتي

Report

Central Limit Theorem for the Multilevel Monte Carlo Euler Method and Applications to Asian Options

Authors : Ben Alaya, Mohamed; Kebaier, Ahmed;

Subjects: Central limit theorem; Multilevel Monte Carlo methods; Euler scheme

Source: https://hal.science/hal-00693191 ; 2012.

تفاصيل العنوان

اقرأ أكثر حفظ في قائمتي

Academic Journal

Central limit theorem for the multilevel Monte Carlo Euler method

Authors : Alaya, Mohamed Ben; Kebaier, Ahmed;

Subjects: [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]

Source: ISSN: 1050-5164.

تفاصيل العنوان

اقرأ أكثر حفظ في قائمتي

Report

CENTRAL LIMIT THEOREM AND LAW OF THE ITERATED LOGARITHM FOR THE LINEAR RANDOM WALK ON THE TORUS

Authors : Boyer, Jean-Baptiste;

Subjects: [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]

Source: https://hal.science/hal-01273105 ; 2016.

تفاصيل العنوان

اقرأ أكثر حفظ في قائمتي

Academic Journal

Coupling Importance Sampling and Multilevel Monte Carlo using Sample Average Approximation

Authors : Kebaier, Ahmed; Lelong, Jérôme;

Subjects: Uniform strong large law of numbers; Central limit theorem; variance reduction

Source: ISSN: 1387-5841.

تفاصيل العنوان

اقرأ أكثر حفظ في قائمتي

Academic Journal

Optimal survey schemes for stochastic gradient descent with applications to M-estimation

Authors : Clémençon, Stéphan; Bertail, Patrice; Chautru, Emilie ...

Subjects: Asymptotic analysis; central limit theorem; Horvitz–Thompson estimator

Source: ISSN: 1292-8100 ; EISSN: 1262-3318 ; ESAIM: Probability and Statistics.

تفاصيل العنوان

اقرأ أكثر حفظ في قائمتي

Report

A sequential particle algorithm that keeps the particle system alive

Authors : Le Gland, François; Oudjane, Nadia;

Subjects: tableau triangulaire d'accroissements de martingales; Feynman--Kac flow; nonnegative selection function

Source: https://inria.hal.science/inria-00001090 ; [Research Report] PI 1783, 2006, pp.35.

تفاصيل العنوان

اقرأ أكثر حفظ في قائمتي

Report

A sequential particle algorithm that keeps the particle system alive

Authors : Le Gland, François; Oudjane, Nadia;

Subjects: TRIANGULAR ARRAY OF MARTINGALE INCREMENTS; FEYNMAN-KAC FLOW; NONNEGATIVE SELECTION FUNCTION

Source: https://inria.hal.science/inria-00070199 ; [Research Report] RR-5826, INRIA. 2006, pp.35.

تفاصيل العنوان

اقرأ أكثر حفظ في قائمتي

Report

Importance Sampling and Statistical Romberg method

Authors : Ben Alaya, Mohamed; Hajji, Kaouther; Kebaier, Ahmed ...

Subjects: Stochastic algorithm; Robbins-Monro; variance reduction

Source: https://hal.science/hal-00812455 ; 2013.

تفاصيل العنوان

اقرأ أكثر حفظ في قائمتي

Report

Empirical processes in survey sampling

Authors : Bertail, Patrice; Chautru, Emilie; Clémençon, Stéphan ...

Subjects: empirical processes; survey sampling; rejective scheme

Source: https://hal.science/hal-00989585 ; 2013.

تفاصيل العنوان

اقرأ أكثر حفظ في قائمتي

نتائج البحث

فلترة النتائج

A central limit theorem for random walk in a random environment on marked Galton-Watson trees

Central Limit Theorem for the Multilevel Monte Carlo Euler Method and Applications to Asian Options

Central limit theorem for the multilevel Monte Carlo Euler method

CENTRAL LIMIT THEOREM AND LAW OF THE ITERATED LOGARITHM FOR THE LINEAR RANDOM WALK ON THE TORUS

Coupling Importance Sampling and Multilevel Monte Carlo using Sample Average Approximation

Optimal survey schemes for stochastic gradient descent with applications to M-estimation

A sequential particle algorithm that keeps the particle system alive

A sequential particle algorithm that keeps the particle system alive

Importance Sampling and Statistical Romberg method

Empirical processes in survey sampling

اتصل بنا

اتبع