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"Multilevel Monte Carlo Approximation of Distribution Functions and Densities."

Michael B. Giles, Tigran Nagapetyan, Klaus Ritter (2015)

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DOI: 10.1137/140960086

access: closed

type: Journal Article

metadata version: 2019-09-25

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  - https://dblp.org/rec/journals/juq/GilesN015
Michael B. Giles, Tigran Nagapetyan, Klaus Ritter:
Multilevel Monte Carlo Approximation of Distribution Functions and Densities. SIAM/ASA J. Uncertain. Quantification 3(1): 267-295 (2015)

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