Article,

Multilevel Monte Carlo method for parabolic stochastic partial differential equations

, , and .
BIT : numerical mathematics, 53 (1): 3-27 (2013)
DOI: 10.1007/s10543-012-0401-5

Meta data

Tags

Users

  • @unibiblio
  • @britsteiner
  • @mhartmann
  • @abarth
  • @mathematik

Comments and Reviews