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

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+A fast parallel Poisson solver on irregular domains applied to beam dynamics simulations
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+Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
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+Solving Dirichlet problems numerically using the Feynman-Kac representation
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+Multilevel Monte Carlo Path Simulation
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+Classical potential theory and its probabilistic counterpart.
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+Computational methods for quantitative finance. Finite element methods for derivative pricing
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+On Distributions of Certain Wiener Functionals
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+\(\varepsilon\)-shell error analysis for ``walk on spheres'' algorithms
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+Some Continuous Monte Carlo Methods for the Dirichlet Problem
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+Hitting spheres with Brownian motion
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