A continuation multilevel Monte Carlo algorithm (Q2350720): Difference between revisions

@@ Property / DOI @@
-.1007/s10543-014-0511-3
@@ Property / DOI: 10.1007/s10543-014-0511-3 / rank @@
-Normal rank
@@ Property / arXiv ID @@
+.2463
@@ Property / arXiv ID: 1402.2463 / rank @@
+Normal rank
@@ Property / cites work @@
+A Fully Asynchronous Multifrontal Solver Using Distributed Dynamic Scheduling
+Normal rank
@@ Property / cites work @@
+A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
+Normal rank
@@ Property / cites work @@
+Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
+Normal rank
@@ Property / cites work @@
+Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and Its Application to Multilevel Monte Carlo Methods
+Normal rank
@@ Property / cites work @@
+Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
+Normal rank
@@ Property / cites work @@
+PetIGA: a framework for high-performance isogeometric analysis
+Normal rank
@@ Property / cites work @@
+Q3999383
@@ Property / cites work: Q3999383 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3504233
@@ Property / cites work: Q3504233 / rank @@
+Normal rank
@@ Property / cites work @@
+Multilevel Monte Carlo Path Simulation
@@ Property / cites work: Multilevel Monte Carlo Path Simulation / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Finite Differences and Multilevel Monte Carlo for a Class of SPDEs in Finance
+Normal rank
@@ Property / cites work @@
+Antithetic Multilevel Monte Carlo Estimation for Multidimensional SDEs
+Normal rank
@@ Property / cites work @@
+Multilevel Monte Carlo methods for applications in finance
+Normal rank
@@ Property / cites work @@
+Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation
+Normal rank
@@ Property / cites work @@
+Q4433608
@@ Property / cites work: Q4433608 / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo complexity of global solution of integral equations
+Normal rank
@@ Property / cites work @@
+Monte Carlo complexity of parametric integration
@@ Property / cites work: Monte Carlo complexity of parametric integration / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive Multilevel Monte Carlo Simulation
@@ Property / cites work: Adaptive Multilevel Monte Carlo Simulation / rank @@
+Normal rank
@@ Property / cites work @@
+Q2734511
@@ Property / cites work: Q2734511 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical Romberg extrapolation: a new variance reduction method and applications to option pricing
+Normal rank
@@ Property / cites work @@
+Adaptive Weak Approximation of Diffusions with Jumps
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Q5480513
@@ Property / cites work: Q5480513 / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive weak approximation of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients
+Normal rank
@@ Property / cites work @@
+Multilevel Path Simulation for Jump-Diffusion SDEs
+Normal rank
@@ Property / DOI @@
+.1007/S10543-014-0511-3
@@ Property / DOI: 10.1007/S10543-014-0511-3 / rank @@
+Normal rank