Giles, Mike Improved multilevel Monte Carlo convergence using the Milstein scheme. (English) Zbl 1141.65321 Keller, Alexander (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2006. Selected papers based on the presentations at the 7th international conference ‘Monte Carlo and quasi-Monte Carlo methods in scientific computing’, Ulm, Germany, August 14–18, 2006. Berlin: Springer (ISBN 978-3-540-74495-5/hbk). 343-358 (2008). MSC: 65C30 60H10 60H35 65C05 91G60 PDFBibTeX XMLCite \textit{M. Giles}, in: Monte Carlo and quasi-Monte Carlo methods 2006. Selected papers based on the presentations at the 7th international conference `Monte Carlo and quasi-Monte Carlo methods in scientific computing', Ulm, Germany, August 14--18, 2006. Berlin: Springer. 343--358 (2008; Zbl 1141.65321)
Carter, Rebecca; Giles, Michael B. Sharp error estimates for discretizations of the 1D convection-diffusion equation with Dirac initial data. (English) Zbl 1122.65080 IMA J. Numer. Anal. 27, No. 2, 406-425 (2007). Reviewer: Angela Handlovičová (Bratislava) MSC: 65M15 65M06 65M12 35K15 91G60 PDFBibTeX XMLCite \textit{R. Carter} and \textit{M. B. Giles}, IMA J. Numer. Anal. 27, No. 2, 406--425 (2007; Zbl 1122.65080) Full Text: DOI Link