Determining optimal multilevel Monte Carlo parameters with application to fault tolerance
type: Item
instance of: scholarly article
title: Determining optimal multilevel Monte Carlo parameters with application to fault tolerance
zbMATH Open document ID: 1443.65007
author: Stefan Pauli
author: Peter Arbenz
publication date: 2020-10-11T00:00:00Z
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 68M15
zbMATH DE Number: 7258703
zbMATH Keywords: multilevel Monte Carlo
zbMATH Keywords: sample numbers
zbMATH Keywords: failure resilience
MaRDI profile type: Publication
full work available at URL: j.camwa.2015.07.011
OpenAlex ID: W1500763522
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DOI: 10.1016/J.CAMWA.2015.07.011
published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 7258703