Optimization of mesh hierarchies in multilevel Monte Carlo samplers

Abdul-Lateef Haji-Ali, Fabio Nobile, Erik von Schwerin, Raúl Tempone

Research output: Contribution to journalArticle

16 Citations (Scopus)
Original languageEnglish
Pages (from-to)76-112
JournalStochastics and Partial Differential Equations: Analysis and Computations
Volume4
Issue number1
DOIs
Publication statusPublished - 1 Mar 2016

Cite this