Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions (2018)
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/10.1137/17m1116660
Publication URI: http://dx.doi.org/10.1137/17m1116660
Type: Journal Article/Review
Parent Publication: SIAM/ASA Journal on Uncertainty Quantification
Issue: 4