Martin Neumüller, Andreas Thalhammer 0002. A Fully Parallelizable Space-Time Multilevel Monte Carlo Method for Stochastic Differential Equations with Additive Noise. SIAM J. Scientific Computing, 40(3), 2018. [doi]
@article{NeumullerT18,
title = {A Fully Parallelizable Space-Time Multilevel Monte Carlo Method for Stochastic Differential Equations with Additive Noise},
author = {Martin Neumüller and Andreas Thalhammer 0002},
year = {2018},
doi = {10.1137/17M1146725},
url = {https://doi.org/10.1137/17M1146725},
researchr = {https://researchr.org/publication/NeumullerT18},
cites = {0},
citedby = {0},
journal = {SIAM J. Scientific Computing},
volume = {40},
number = {3},
}