Convergence analysis of multilevel Monte Carlo variance estimators and application for random obstacle problems

Multilevel Monte Carlo Finite Element Methods for Stochastic Elliptic Variational Inequalities

(2014) Ralf Kornhuber et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS

First order $k$-th moment finite element analysis of nonlinear operator equations with stochastic data

(2013) Alexey Chernov et al.   MATHEMATICS OF COMPUTATION

Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions

(2012) S. Mishra et al.   JOURNAL OF COMPUTATIONAL PHYSICS

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

(2011) Andrea Barth et al.   NUMERISCHE MATHEMATIK

Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs

(2011) Christoph Schwab et al.   ACTA NUMERICA

A polynomial chaos approach to stochastic variational inequalities

(2010) R. Forster et al.   Journal of Numerical Mathematics

Multilevel Monte Carlo Path Simulation

(2008) Michael B. Giles   OPERATIONS RESEARCH