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"Multilevel Monte Carlo Finite Difference Methods for Fractional ..."

Ujjwal Koley, Deep Ray, Tanmay Sarkar (2021)

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DOI: 10.1137/19M1279447

access: closed

type: Journal Article

metadata version: 2021-04-29

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Ujjwal Koley, Deep Ray, Tanmay Sarkar:
Multilevel Monte Carlo Finite Difference Methods for Fractional Conservation Laws with Random Data. SIAM/ASA J. Uncertain. Quantification 9(1): 65-105 (2021)

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