Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation

Eike Mueller, Robert Scheichl, Tony Shardlow

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

13 Citations (SciVal)

192 Downloads (Pure)

1 results

Finished
Phase 2 Scalability of Elliptic Solvers in Weather and Climate Modelling
Scheichl, R. (PI)
Natural Environment Research Council
24/06/13 → 30/06/16
Project: Research council