Improving multilevel Monte Carlo for stochastic...

Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation

Muller, E. H., Scheichl, R., Shardlow, T.
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
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
Conversion to is in progress
Conversion to is failed