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Multilevel estimation of expected exit times and other functionals of stopped diffusions (2017)

First Author: Giles M

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/10.48550/arxiv.1710.07492

Publication URI: https://arxiv.org/abs/1710.07492

Type: Preprint