Multilevel Monte Carlo method for parabolic stochastic partial differential equations

Sparse tensor multi-level Monte Carlo finite volume methods for hyperbolic conservation laws with random initial data

(2012) S. Mishra et al.   MATHEMATICS OF COMPUTATION

Multi-level Monte Carlo Finite Element method for elliptic PDEs with stochastic coefficients

(2011) Andrea Barth et al.   NUMERISCHE MATHEMATIK

The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds

(2010) P.E. Kloeden et al.   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

Finite Element Approximation of the Linear Stochastic Wave Equation with Additive Noise

(2010) Mihály Kovács et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS

Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise

(2009) Matthias Geissert et al.   BIT NUMERICAL MATHEMATICS

The Numerical Approximation of Stochastic Partial Differential Equations

(2009) A. Jentzen et al.   Milan Journal of Mathematics

Multilevel Monte Carlo Path Simulation

(2008) Michael B. Giles   OPERATIONS RESEARCH