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07/31/2023
A multilevel Monte Carlo algorithm for SDEs driven by countably dimensional Wiener process and Poisson random measure
In this paper, we investigate the properties of standard and multilevel ...
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07/10/2023
On the randomized Euler algorithm under inexact information
This paper focuses on analyzing the error of the randomized Euler algori...
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04/26/2022
On automatic calibration of the SIRD epidemiological model for COVID-19 data in Poland
We propose a novel methodology for estimating the epidemiological parame...
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08/05/2021