Multilevel and Multi-index Monte Carlo methods for the McKean–Vlasov equation

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@article{81301bdcad484f4682d14f3d380bb298,

title = "Multilevel and Multi-index Monte Carlo methods for the McKean–Vlasov equation",

author = "Abdul-Lateef Haji-Ali and Ra{\'u}l Tempone",

year = "2018",

month = jul,

day = "1",

doi = "10.1007/s11222-017-9771-5",

language = "English",

volume = "28",

pages = "923--935",

journal = "Statistics and Computing",

issn = "0960-3174",

publisher = "Springer Netherlands",

number = "4",

}