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Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions
Giles, Michael B., Bernal, FranciscoVolume:
6
Language:
english
Journal:
SIAM/ASA Journal on Uncertainty Quantification
DOI:
10.1137/17M1116660
Date:
January, 2018
File:
PDF, 625 KB
english, 2018