ESAIM: Mathematical Modelling and Numerical Analysis (ESAIM: M2AN)

An antithetic multilevel Monte Carlo-Milstein scheme for stochastic partial differential equations with non-commutative noise

Abdul-Lateef Haji-Ali and Andreas Stein

ESAIM: M2AN, 59 3 (2025) 1437-1470

Published online: 27 May 2025

DOI: 10.1051/m2an/2025031

Abdul-Lateef Haji-Ali

Andreas Stein

Articles written by ALL the selected authors (AND)

Articles written by ANY OF the selected authors (OR)