Multilevel Monte Carlo Approximation of Distribution Functions and Densities (2015)
Attributed to:
Multilevel Monte Carlo Methods for Elliptic Problems with Applications to Radioactive Waste Disposal
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1137/140960086
Publication URI: http://dx.doi.org/10.1137/140960086
Type: Journal Article/Review
Parent Publication: SIAM/ASA Journal on Uncertainty Quantification
Issue: 1