Central limit theorem for discretization errors based on general stopping time sampling - Archive ouverte HAL
Communication Dans Un Congrès Année : 2019

Central limit theorem for discretization errors based on general stopping time sampling

Nicolas Landon
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Uladzislau Stazhynski
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hal-04506650 , version 1 (15-03-2024)

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  • HAL Id : hal-04506650 , version 1

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Emmanuel Gobet, Nicolas Landon, Uladzislau Stazhynski. Central limit theorem for discretization errors based on general stopping time sampling. 12th International Conference on Monte Carlo Methods and Applications, Jul 2019, Sydney, Australia. ⟨hal-04506650⟩
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