Desmond J. Higham

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

◀ ▶ joint publications with Mikolaj Roj

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Publications

2013
[j58]
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Desmond J. Higham, Xuerong Mao, Mikolaj Roj, Qingshuo Song, George Yin:
Mean Exit Times and the Multilevel Monte Carlo Method. SIAM/ASA J. Uncertain. Quantification 1(1): 2-18 (2013)
2012
[c3]
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  - conf/wsc/HighamR12
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Desmond J. Higham, Mikolaj Roj:
Computing mean first exit times for stochastic processes using multi-level Monte Carlo. WSC 2012: 30:1-30:10

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