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]
@inproceedings{Lang14-8,
title = {A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes},
author = {Annika Lang},
year = {2014},
doi = {10.1007/978-3-319-33507-0_25},
url = {https://doi.org/10.1007/978-3-319-33507-0_25},
researchr = {https://researchr.org/publication/Lang14-8},
cites = {0},
citedby = {0},
pages = {489-505},
booktitle = {Monte Carlo and Quasi-Monte Carlo Methods, MCQMC 2014, Leuven, Belgium, April 2014},
editor = {Ronald Cools and Dirk Nuyens},
volume = {163},
series = {Springer Proceedings in Mathematics and Statistics},
publisher = {Springer},
isbn = {978-3-319-33507-0},
}