Search Results - "Röβler, Andreas"
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1
On the Acceleration of the Multi-Level Monte Carlo Method
Published in Journal of applied probability (01-06-2015)“…The multi-level Monte Carlo method proposed by Giles (2008) approximates the expectation of some functionals applied to a stochastic process with optimal order…”
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Journal Article -
2
On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion
Published in Stochastic analysis and applications (04-05-2022)“…A new algorithm for the approximation and simulation of twofold iterated stochastic integrals together with the corresponding Lévy areas driven by a…”
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3
Stress‐Related Changes in Body Form: Results from the Whitehall II Study
Published in Obesity (Silver Spring, Md.) (01-09-2017)“…Objective Stress is associated with body mass gain in some people but with body mass loss in others. When the stressor persists, some people adapt with their…”
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Journal Article -
4
On the Acceleration of the Multi-Level Monte Carlo Method
Published in Journal of applied probability (01-06-2015)“…The multi-level Monte Carlo method proposed by Giles (2008) approximates the expectation of some functionals applied to a stochastic process with optimal order…”
Get full text
Journal Article