Peter E. Kloeden, Andreas Neuenkirch, Raffaella Pavani. Multilevel Monte Carlo for stochastic differential equations with additive fractional noise. Annals OR, 189(1):255-276, 2011. [doi]
@article{KloedenNP11,
title = {Multilevel Monte Carlo for stochastic differential equations with additive fractional noise},
author = {Peter E. Kloeden and Andreas Neuenkirch and Raffaella Pavani},
year = {2011},
doi = {10.1007/s10479-009-0663-8},
url = {http://dx.doi.org/10.1007/s10479-009-0663-8},
researchr = {https://researchr.org/publication/KloedenNP11},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {189},
number = {1},
pages = {255-276},
}