Annika Lang. A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes. In Ronald Cools, Dirk Nuyens, editors, Monte Carlo and Quasi-Monte Carlo Methods, MCQMC 2014, Leuven, Belgium, April 2014. Volume 163 of Springer Proceedings in Mathematics and Statistics, pages 489-505, Springer, 2014. [doi]
Abstract is missing.