Martin Neumüller, Andreas Thalhammer,
"A Fully Parallelizable Space-Time Multilevel Monte Carlo Method for Stochastic Differential Equations with Additive Noise"
, in SIAM Journal on Scientific Computing, Vol. 40, Nummer 3, Seite(n) C388-C400, 2018, ISSN: 1095-7197
Original Titel:
A Fully Parallelizable Space-Time Multilevel Monte Carlo Method for Stochastic Differential Equations with Additive Noise