"Stabilized multilevel Monte Carlo method for stiff stochastic differential ..."

Assyr Abdulle, Adrian Blumenthal (2013)

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DOI: 10.1016/J.JCP.2013.05.039

access: closed

type: Journal Article

metadata version: 2020-02-19

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Assyr Abdulle, Adrian Blumenthal:
Stabilized multilevel Monte Carlo method for stiff stochastic differential equations. J. Comput. Phys. 251: 445-460 (2013)

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