May 14, 2014 article Open access Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation The Annals of Applied Probability DOI: 10.1214/13-aap957 Full text (OA) OpenAlex Authors 0 Author list not loaded yet. Cited by 3 stored of 84 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access Multilevel importance sampling for rare events associated with the McKean–Vlasov equation 2024 Statistics and Computing article Economics, Econometrics and Finance Stochastic processes and financial applications Open access 1 citations Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities 2024 SIAM Journal on Scientific Computing article Economics, Econometrics and Finance Stochastic processes and financial applications 2 citations Multilevel ensemble Kalman filtering for spatio-temporal processes 2020 Numerische Mathematik article Computer Science Target Tracking and Data Fusion in Sensor Networks Open access 2 citations 3 results References 0