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Monte Carlo methods are general,flexible sampling methods for the computation of expected values of observables arising in stochastic systems.
Multilevel Monte Carlo methods and applications
【摘 要】
：
Monte Carlo methods are general,flexible sampling methods for the computation of expected values of observables arising in stochastic systems.
【机 构】
：
KING ABDULLAH Univ.OF Sci.& Tech.
【出 处】
：
第八届工业与应用数学国际大会
【发表日期】
：
2015年期
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