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

Haji-Ali, Abdul-Lateef, Stein, Andreas

DOI: 10.3929/ethz-b-000738597
Published: 2025
Container: Not recorded
Publisher: ETH Zurich
Open access: no

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Cite this work

BibTeX

@article{allodium:10.3929/ethz-b-000738597,
  title = {An antithetic multilevel Monte Carlo-Milstein scheme for stochastic partial differential equations with non-commutative noise},
  author = {Haji-Ali, Abdul-Lateef and Stein, Andreas},
  year = {2025},
  doi = {10.3929/ethz-b-000738597},
  url = {https://doi.org/10.3929/ethz-b-000738597}
}

RIS

TY  - JOUR
TI  - An antithetic multilevel Monte Carlo-Milstein scheme for stochastic partial differential equations with non-commutative noise
AU  - Haji-Ali, Abdul-Lateef
AU  - Stein, Andreas
PY  - 2025
DO  - 10.3929/ethz-b-000738597
UR  - https://doi.org/10.3929/ethz-b-000738597
ER  -

APA

Abdul-Lateef, H., & Andreas, S. (2025). An antithetic multilevel Monte Carlo-Milstein scheme for stochastic partial differential equations with non-commutative noise. https://doi.org/10.3929/ethz-b-000738597

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datacite · retrieved 2026-09-25T10:57:38.361Z