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1
Jourdain B, Kebaier A. Non-asymptotic error bounds for the multilevel Monte Carlo Euler method applied to SDEs with constant diffusion coefficient. ELECTRON J PROBAB 2019. [DOI: 10.1214/19-ejp271] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
2
Frikha N. Multi-level stochastic approximation algorithms. ANN APPL PROBAB 2016. [DOI: 10.1214/15-aap1109] [Citation(s) in RCA: 7] [Impact Index Per Article: 0.9] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
3
Fathi M, Frikha N. Transport-Entropy inequalities and deviation estimates for stochastic approximation schemes. ELECTRON J PROBAB 2013. [DOI: 10.1214/ejp.v18-2586] [Citation(s) in RCA: 8] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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