Assyr Abdulle, Adrian Blumenthal. Improved Stabilized Multilevel Monte Carlo Method for Stiff Stochastic Differential Equations. In Assyr Abdulle, Simone Deparis, Daniel Kressner, Fabio Nobile, Marco Picasso, editors, Numerical Mathematics and Advanced Applications - ENUMATH 2013 - Proceedings of ENUMATH 2013, the 10th European Conference on Numerical Mathematics and Advanced Applications, Lausanne, Switzerland, August 2013. Volume 103 of Lecture Notes in Computational Science and Engineering, pages 537-545, Springer, 2013. [doi]
Abstract is missing.