"Improved Stabilized Multilevel Monte Carlo Method for Stiff Stochastic ..."

Assyr Abdulle, Adrian Blumenthal (2013)

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DOI: 10.1007/978-3-319-10705-9_53

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-17

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Assyr Abdulle, Adrian Blumenthal:
Improved Stabilized Multilevel Monte Carlo Method for Stiff Stochastic Differential Equations. ENUMATH 2013: 537-545

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