Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation. (2015)
Attributed to:
A scalable dynamical core for Next Generation Weather and Climate Prediction - Phase 2
funded by
NERC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1098/rspa.2014.0679
PubMed Identifier: 27547075
Publication URI: http://europepmc.org/abstract/MED/27547075
Type: Journal Article/Review
Volume: 471
Parent Publication: Proceedings. Mathematical, physical, and engineering sciences
Issue: 2176
ISSN: 1364-5021