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Monte Carlo and Quasi-Monte Carlo Methods

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References

2007Brownian Motion and Stochastic Calculus7,421 cited
2016Numerical solution of stochastic differential equations5,001 cited
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2007Improved Multilevel Monte Carlo Convergence using the Milstein Scheme205 cited

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2015不确定性量化的高精度数值方法和理论27 cited
2022Entropy-based adaptive design for contour finding and estimating reliability24 cited

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