Construction of a Mean Square Error Adaptive Euler-Maruyama Method With Applications in Multilevel Monte Carlo. - Håkon Hoel; Juho Häppölä; Raúl Tempone (MCQMC, 2014)

Implementation and analysis of an adaptive multilevel Monte Carlo algorithm. - Håkon Hoel; Erik von Schwerin; Anders Szepessy; Raúl Tempone (Monte Carlo Methods Appl., 2014)

On NonAsymptotic Optimal Stopping Criteria in Monte Carlo Simulations. - Christian Bayer 001; Håkon Hoel; Erik von Schwerin; Raúl Tempone (SIAM J. Sci. Comput., 2014)

An Extension of Clarke's Model With Stochastic Amplitude Flip Processes. - Håkon Hoel; Henrik Nyberg (IEEE Trans. Commun., 2014)

Multilevel ensemble Kalman filtering. - Håkon Hoel; Kody J. H. Law; Raúl Tempone (SIAM J. Numer. Anal., 2016)

Computable Error Estimates for Finite Element Approximations of Elliptic Partial Differential Equations with Rough Stochastic Data. - Eric Joseph Hall; Håkon Hoel; Mattias Sandberg; Anders Szepessy; Raúl Tempone (SIAM J. Sci. Comput., 2016)

Central limit theorems for multilevel Monte Carlo methods. - Håkon Hoel; Sebastian Krumscheid (J. Complex., 2019)

Multilevel Ensemble Kalman Filtering with local-level Kalman gains. - Håkon Hoel; Gaukhar Shaimerdenova; Raúl Tempone (CoRR, 2020)

A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean-Vlasov equations. - Abdul-Lateef Haji-Ali; Håkon Hoel; Raúl Tempone (CoRR, 2021)

Multilevel ensemble Kalman filtering for spatio-temporal processes. - Alexey Chernov; Håkon Hoel; Kody J. H. Law; Fabio Nobile; Raúl Tempone (Numerische Mathematik, 2021)

Higher-order adaptive methods for exit times of Itô diffusions. - Håkon Hoel; Sankarasubramanian Ragunathan (CoRR, 2022)

Multi-index ensemble Kalman filtering. - Håkon Hoel; Gaukhar Shaimerdenova; Raúl Tempone (J. Comput. Phys., 2022)

Improved Efficiency of Multilevel Monte Carlo for Stochastic PDE through Strong Pairwise Coupling. - Neil K. Chada; Håkon Hoel; Ajay Jasra; Georgios E. Zouraris (J. Sci. Comput., 2022)

Higher-order spring-coupled multilevel Monte Carlo method for invariant measures. - Sankarasubramanian Ragunathan; Håkon Andreas Hoel (CoRR, 2024)

A fast and accurate numerical method for the left tail of sums of independent random variables. - Nadhir Ben Rached; Håkon Hoel; Johannes Vincent Meo (Stat. Comput., 2024)

The multi-index Monte Carlo method for semilinear stochastic partial differential equations. - Abdul-Lateef Haji-Ali; Håkon Hoel; Andreas Petersson (CoRR, 2025)