The normalized multilevel Euler error n^H(X^{mn}-X^n) converges stably to a Gaussian process for SVEs with fractional kernels, yielding a Lindeberg-Feller CLT for the MLMC estimator.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2025 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Central limit theorem of Multilevel Monte Carlo Euler estimators for Stochastic Volterra equations with fractional kernels
The normalized multilevel Euler error n^H(X^{mn}-X^n) converges stably to a Gaussian process for SVEs with fractional kernels, yielding a Lindeberg-Feller CLT for the MLMC estimator.