Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation
Muller, E. H., Scheichl, R., Shardlow, T.Volume:
471
Language:
english
Journal:
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
DOI:
10.1098/rspa.2014.0679
Date:
March, 2015
File:
PDF, 714 KB
english, 2015