"Monte Carlo versus multilevel Monte Carlo in weak error simulations of ..."

Annika Lang, Andreas Petersson (2018)

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DOI: 10.1016/J.MATCOM.2017.05.002

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type: Journal Article

metadata version: 2020-03-04

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Annika Lang, Andreas Petersson:
Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations. Math. Comput. Simul. 143: 99-113 (2018)

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