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  1. Tempone, Raul [Author] ; Hennenfent, Guillaume [Other]; Bouchard, Bruno [Other]; Delarue, François [Other]; Gobet, Emmanuel [Other]; Lelong, Jérôme [Other]; Chassagneux, Jean-François [Other]

    Multilevel and multi-index sampling methods with applications - Lecture 1: Adaptive strategies for Multilevel Monte Carlo

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    [Erscheinungsort nicht ermittelbar]: Centre International de Rencontres Mathématiques (CIRM), 2017

    Published in: CEMRACS 2017 : Numerical Methods for Stochastic Models: Control, Uncertainty Quantification, Mean-field ; (Jan. 2017)

  2. Shivanand, Sharana Kumar [Author] ; Matthies, Hermann G. [Degree supervisor]; Rosić, Bojana [Degree supervisor]

    Stochastic material modelling and multi-fidelity uncertainty quantification of macroscopic bone tissue

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    Braunschweig: Technische Universität Braunschweig, 2022

  3. Ben Derouich, Mouna [Author] ; Paris 13 [Contributor]; Kebaier, Ahmed [Contributor]

    Improved multi level Monte Carlo methods for pricing barrier options in finance ; Méthodes de Monte Carlo multi-niveaux améliorées pour l'évaluation des options à barrière en finance

    Thesis
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    theses.fr, 2023-12-15

  4. Eigel, Martin [Author]; Merdon, Christian [Author]; Neumann, Johannes [Author]

    An adaptive multi level Monte-Carlo method with stochastic bounds for quantities of interest in groundwater flow with uncertain data - [published Version]

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    Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2015

  5. Charrier, Julia [Author] ; Cachan, Ecole normale supérieure [Contributor]; Debussche, Arnaud [Contributor]; Erhel, Jocelyne [Contributor]

    Analyse numérique d’équations aux dérivées aléatoires, applications à l’hydrogéologie ; Numerical analysis of partial differential equations with random coefficients, applications to hydrogeology

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    theses.fr, 2011-07-12

  6. Al Gerbi, Anis [Author] ; Paris Est [Contributor]; Jourdain, Benjamin [Contributor]; Clément, Emmanuelle [Contributor]

    Ninomiya-Victoir scheme : strong convergence, asymptotics for the normalized error and multilevel Monte Carlo methods ; Schéma de Ninomiya Victoir : convergence forte, asymptotiques pour l'erreur renomalisée et méthodes de Monte Carlo multi-pas

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    theses.fr, 2016-10-10

  7. Thomas, Nicolas [Author] ; Sorbonne université [Contributor]; Thieullen, Michèle [Contributor]; Lemaire, Vincent [Contributor]

    Stochastic numerical methods for Piecewise Deterministic Markov Processes : applications in Neuroscience ; Méthodes numériques stochastiques pour les Processus de Markov Déterministes par Morceaux : applications en Neuroscience

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    theses.fr, 2019-06-20

  8. Eigel, Martin [Author]; Merdon, Christian [Author]; Neumann, Johannes [Author]

    An adaptive multi level Monte--Carlo method with stochastic bounds for quantities of interest in groundwater flow with uncertain data

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    Weierstrass Institute for Applied Analysis and Stochastics publication server, 2014