Convergence analysis of multilevel Monte Carlo variance estimators and application for random obstacle problems
type: Item
instance of: scholarly article
title: Convergence analysis of multilevel Monte Carlo variance estimators and application for random obstacle problems
zbMATH Open document ID: 1432.65006
author: Claudio Bierig
author: Alexey Chernov
published in: Numerische Mathematik
publication date: 2015-07-09T00:00:00Z
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 65N30
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 65K15
zbMATH DE Number: 6456946
MaRDI profile type: Publication
full work available at URL: s00211-014-0676-3
OpenAlex ID: W1991681863
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DOI: 10.1007/S00211-014-0676-3
description: scientific article