MLMC Techniques for Discontinuous Functions

First Author: Giles M

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1007/978-3-031-59762-6_2

Publication URI: http://dx.doi.org/10.1007/978-3-031-59762-6_2

Type: Book Chapter

Book Title: Monte Carlo and Quasi-Monte Carlo Methods - MCQMC 2022, Linz, Austria, July 17-22 (2024)

Page Reference: 33-47