"Random bit multilevel algorithms for stochastic differential equations."

Michael B. Giles et al. (2019)

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DOI: 10.1016/J.JCO.2019.01.002

access: closed

type: Journal Article

metadata version: 2020-02-20

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Michael B. Giles, Mario Hefter, Lukas Mayer, Klaus Ritter:
Random bit multilevel algorithms for stochastic differential equations. J. Complex. 54 (2019)

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