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Number of items: 2.
2013
Higham, Desmond and Mao, Xuerong and Roj, Mikolaj and Song, Qingshuo and Yin, George (2013) Mean exit times and the multilevel Monte Carlo method. SIAM/ASA Journal on Uncertainty Quantification (JUQ), 1 (1). pp. 2-18.
2012
Higham, Desmond and Roj, Mikolaj; Laroque, C. and Himmelspach, J. and Pasupathy, R. and Rose, O. and Uhrmacher, A.M., eds. (2012) Computing mean first exit times for stochastic processes using multi-level Monte Carlo. In: Proceedings of the 2012 Winter Simulation Conference. IEEE.
This list was generated on Tue Dec 3 18:26:20 2024 GMT.