2 problems

Let $N$ be the total number of Monte Carlo samples, and consider the instance-wise upper bound on $\mathbb{E}[N\mid\{P_i^{\mathrm{fMC}}\}=\{p_i\}]$ given for the confidence bounds…

Let $P$ be a scalar payoff functional of the SPDE solution, let $\widehat{P}=P(\widehat{U}_T)$ be the payoff computed from the numerical approximation, and let $P=P(U_T)$ denote th…