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RT @takashi__goda: @RickyTQChen @art_sobolev @chinwei_h So, in the context of multilevel Monte Carlo, the theoretical challenge lies in the…
RT @takashi__goda: @RickyTQChen @art_sobolev @chinwei_h So, in the context of multilevel Monte Carlo, the theoretical challenge lies in the…
@RickyTQChen @art_sobolev @chinwei_h So, in the context of multilevel Monte Carlo, the theoretical challenge lies in the case where f is not smooth. I recommend Acta Numerica review paper or https://t.co/TiuKdFNzso both by Mike Giles.