Efficient Multilevel and Multi-index Sampling Methods in Stochastic Differential Equations
Most problems in engineering and natural sciences involve parametric equations in which the parameters are not known exactly due to measurement errors, lack of measurement data, or even intrinsic variability. In such problems, one objective is to compute point or aggregate values, called “quantities...
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| Language: | en |
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2016
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| Online Access: | Haji Ali, A. L. (2016). Efficient Multilevel and Multi-index Sampling Methods in Stochastic Differential Equations. KAUST Research Repository. https://doi.org/10.25781/KAUST-1ML35 http://hdl.handle.net/10754/610543 |