Computing mean first exit times for stochastic processes using multi-level Monte Carlo. - Desmond J. Higham; Mikolaj Roj (WSC, 2012)

Mean Exit Times and the Multilevel Monte Carlo Method. - Desmond J. Higham; Xuerong Mao; Mikolaj Roj; Qingshuo Song; George Yin 001 (SIAM/ASA J. Uncertain. Quantification, 2013)