Implementation and analysis of an adaptive multilevel Monte Carlo algorithm
2014
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Title
Implementation and analysis of an adaptive multilevel Monte Carlo algorithm
Author(s)
Hoel, Håkon ; Von Schwerin, Erik ; Szepessy, Anders ; Tempone, Raúl
Published in
Monte Carlo Methods and Applications
Volume
20
Issue
1
Pages
1-41
Date
2014
Publisher
De Gruyter, Walter de Gruyter GmbH
ISSN
0929-9629
1569-3961
1569-3961
Note
National Licences
Laboratories
CSQI
Record Appears in
Scientific production and competences > SB - School of Basic Sciences > MATH - Institute of Mathematics > CSQI - Scientific computing and uncertainty quantification
Peer-reviewed publications
Work produced at EPFL
Journal Articles
Published
Peer-reviewed publications
Work produced at EPFL
Journal Articles
Published
Record creation date
2019-08-23