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An adaptive random bit multilevel algorithm for SDEs

First Author: Giles, MB

Attributed to: Multilevel Monte Carlo Methods for Elliptic Problems with Applications to Radioactive Waste Disposal funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Publication URI: https://www.degruyter.com/document/doi/10.1515/9783110635461/html

Type: Book Chapter

Book Title: Multivariate Algorithms and Information-Based Complexity (2020)

ISBN: 9783110633115