@article{brehier:hal-00800133,
TITLE = {Analysis of the Monte-Carlo error in a hybrid semi-Lagrangian scheme},
AUTHOR = {Br{\'e}hier, Charles-Edouard and Faou, Erwan},
URL = {https://hal.science/hal-00800133},
JOURNAL = {Applied Mathematics Research eXpress},
HAL_LOCAL_REFERENCE = {2013-18},
PUBLISHER = {Oxford University Press (OUP): Policy H - Oxford Open Option A},
VOLUME = {2015},
NUMBER = {2},
PAGES = {167-203},
YEAR = {2015},
DOI = {10.1093/amrx/abv001},
KEYWORDS = {Semi-lagrangian methods ; Monte-Carlo methods ; reduction of variance},
PDF = {https://hal.science/hal-00800133/file/BREHIER-FAOU.pdf},
HAL_ID = {hal-00800133},
HAL_VERSION = {v1},
}