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20112025
most citedMultilevel ensemble Kalman filtering

86 citations · 109 across the 10 of their papers we have counts for

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math.NA2014

Construction of a Mean Square Error Adaptive Euler--Maruyama Method with Applications in Multilevel Monte Carlo

Håkon Hoel, Juho Häppölä, Raúl Tempone

A formal mean square error expansion (MSE) is derived for Euler--Maruyama numerical solutions of stochastic differential equations (SDE). The error expansion is used to construct a…