Multilevel Monte Carlo Approximation of Distribution...

SIAM/ASA Journal on Uncertainty Quantification 2015 / 01 Vol. 3; Iss. 1

Multilevel Monte Carlo Approximation of Distribution Functions and Densities

Giles, Michael B., Nagapetyan, Tigran, Ritter, Klaus
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Volume:
3
Language:
english
Journal:
SIAM/ASA Journal on Uncertainty Quantification
DOI:
10.1137/140960086
Date:
January, 2015
File:
PDF, 329 KB
english, 2015
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