Adaptive Multilevel Monte Carlo For Probabilities

Abdul-Lateef Haji-Ali, Jonathan Spence, Aretha Teckentrup

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	SIAM Journal on Numerical Analysis
Publication status	Accepted/In press - 3 May 2022

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Embargo ends: 14/07/24

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@article{5a9b1148a3734d4e8dee17af7627eb5b,

title = "Adaptive Multilevel Monte Carlo For Probabilities",

author = "Abdul-Lateef Haji-Ali and Jonathan Spence and Aretha Teckentrup",

year = "2022",

month = may,

day = "3",

language = "English",

journal = "SIAM Journal on Numerical Analysis",

issn = "0036-1429",

publisher = "Society for Industrial and Applied Mathematics Publications",

}