Adaptive Multilevel Monte Carlo for Probabilities

Abdul-Lateef Haji-Ali, Jonathan Spence, Aretha L. Teckentrup. Adaptive Multilevel Monte Carlo for Probabilities. SIAM J. Numerical Analysis, 60(4):2125-2149, August 2022. [doi]

Authors

Abdul-Lateef Haji-Ali

This author has not been identified. Look up 'Abdul-Lateef Haji-Ali' in Google

Jonathan Spence

This author has not been identified. Look up 'Jonathan Spence' in Google

Aretha L. Teckentrup

This author has not been identified. Look up 'Aretha L. Teckentrup' in Google