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Mikolaj Roj
Publication Activity (10 Years)
Years Active: 2012-2013
Publications (10 Years): 0
Top Topics
Matrix Inversion
State Space
Stochastic Process
Monte Carlo Methods
Top Venues
SIAM/ASA J. Uncertain. Quantification
WSC
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Publications
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Desmond J. Higham
,
Xuerong Mao
,
Mikolaj Roj
,
Qingshuo Song
,
George Yin
Mean Exit Times and the Multilevel Monte Carlo Method.
SIAM/ASA J. Uncertain. Quantification
1 (1) (2013)
Desmond J. Higham
,
Mikolaj Roj
Computing mean first exit times for stochastic processes using multi-level Monte Carlo.
WSC
(2012)