Multilevel Monte Carlo for the Feynman-Kac formula for the Laplace equation (Q906958): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2035060992
@@ Property / OpenAlex ID: W2035060992 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.3891
@@ Property / arXiv ID: 1401.3891 / rank @@
+Normal rank
@@ Property / cites work @@
+A fast parallel Poisson solver on irregular domains applied to beam dynamics simulations
+Normal rank
@@ Property / cites work @@
+Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
+Normal rank
@@ Property / cites work @@
+Q3241581
@@ Property / cites work: Q3241581 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4633811
@@ Property / cites work: Q4633811 / rank @@
+Normal rank
@@ Property / cites work @@
+Solving Dirichlet problems numerically using the Feynman-Kac representation
+Normal rank
@@ Property / cites work @@
+Multilevel Monte Carlo Path Simulation
@@ Property / cites work: Multilevel Monte Carlo Path Simulation / rank @@
+Normal rank
@@ Property / cites work @@
+Classical potential theory and its probabilistic counterpart.
+Normal rank
@@ Property / cites work @@
+Q4680828
@@ Property / cites work: Q4680828 / rank @@
+Normal rank
@@ Property / cites work @@
+Computational methods for quantitative finance. Finite element methods for derivative pricing
+Normal rank
@@ Property / cites work @@
+On Distributions of Certain Wiener Functionals
@@ Property / cites work: On Distributions of Certain Wiener Functionals / rank @@
+Normal rank
@@ Property / cites work @@
+\(\varepsilon\)-shell error analysis for ``walk on spheres'' algorithms
+Normal rank
@@ Property / cites work @@
+Some Continuous Monte Carlo Methods for the Dirichlet Problem
+Normal rank
@@ Property / cites work @@
+Q3282102
@@ Property / cites work: Q3282102 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4328333
@@ Property / cites work: Q4328333 / rank @@
+Normal rank
@@ Property / cites work @@
+Hitting spheres with Brownian motion
@@ Property / cites work: Hitting spheres with Brownian motion / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:906958