Browsing Matematisk institutt by Author "Jasra, Ajay"
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Chada, Neil; Hoel, Håkon Andreas; Jasra, Ajay; Zouraris, Georgios (Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2022)Abstract Multilevel Monte Carlo (MLMC) has become an important methodology in applied mathematics for reducing the computational cost of weak approximations. For many problems, it is well-known that strong pairwise coupling ...