Author:
Khodadadian Amirreza,Taghizadeh Leila,Heitzinger Clemens
Funder
Austrian Science Fund
Pennsylvania Department of Education
Subject
Computer Science Applications,General Physics and Astronomy,Mechanical Engineering,Mechanics of Materials,Computational Mechanics
Reference38 articles.
1. Multilevel Monte Carlo methods;Heinrich,2001
2. Multilevel Monte Carlo path simulation;Giles;Oper. Res.,2008
3. Improved multilevel Monte Carlo convergence using the Milstein scheme;Giles,2008
4. Multilevel quasi-Monte Carlo path simulation;Giles,2009
5. Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients;Barth;Numer. Math.,2011
Cited by
12 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献