Improved stabilized multilevel Monte Carlo method for stiff stochastic differential equations

Abdulle, AssyrBlumenthal, Adrian2014-01-292014-01-292014-01-29201510.1007/978-3-319-10705-9_53https://infoscience.epfl.ch/handle/20.500.14299/100233Improved stabilized multilevel Monte Carlo method for stiff stochastic differential equationstext::conference output::conference proceedings::conference paper