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"Convergence analysis of multilevel Monte Carlo variance estimators and ..."

Claudio Bierig, Alexey Chernov (2015)

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DOI: 10.1007/S00211-014-0676-3

access: closed

type: Journal Article

metadata version: 2017-05-28

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Claudio Bierig, Alexey Chernov:
Convergence analysis of multilevel Monte Carlo variance estimators and application for random obstacle problems. Numerische Mathematik 130(4): 579-613 (2015)

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