A multilevel Monte Carlo finite difference method for random scalar degenerate convection–diffusion equations

Title
A multilevel Monte Carlo finite difference method for random scalar degenerate convection–diffusion equations
Authors
Keywords
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Journal
Journal of Hyperbolic Differential Equations
Volume 14, Issue 03, Pages 415-454
Publisher
World Scientific Pub Co Pte Lt
Online
2017-09-19
DOI
10.1142/s021989161750014x

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