A one-time truncate and encode multiresolution stochastic framework
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Publication:348421
DOI10.1016/j.jcp.2013.08.006zbMath1349.65004OpenAlexW2017692864MaRDI QIDQ348421
Pietro Marco Congedo, Gianluca Geraci, Remi Abgrall
Publication date: 5 December 2016
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/hal-00699026/file/RR-7967.pdf
Monte Carlo methods (65C05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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