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Title:

Multilevel Estimation of Rare Events

Document type:
Zeitschriftenaufsatz
Author(s):
Ullmann, Elisabeth; Papaioannou, Iason
Journal title:
SIAM/ASA Journal on Uncertainty Quantification
Year:
2015
Journal volume:
3
Month:
jan
Journal issue:
1
Pages contribution:
922--953
Fulltext / DOI:
doi:10.1137/140992953
WWW:
http://dx.doi.org/10.1137/140992953
Publisher:
Society for Industrial & Applied Mathematics (SIAM)
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