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"Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems."

Frances Y. Kuo et al. (2017)

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DOI: 10.1090/MCOM/3207

access: closed

type: Journal Article

metadata version: 2020-10-06

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  - https://dblp.org/rec/journals/moc/KuoSSSU17
Frances Y. Kuo, Robert Scheichl, Christoph Schwab, Ian H. Sloan, Elisabeth Ullmann:
Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems. Math. Comput. 86(308): 2827-2860 (2017)

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