Rare Event Simulation for Multiscale Diffusions in Random Environments (Q3459656): Difference between revisions

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-Konstantinos V. Spiliopoulos
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+Stochastic simulation: Algorithms and analysis
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+Large deviations for diffusion processes with homogenization and applications
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+Large deviations for multiscale diffusion via weak convergence methods
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+Importance Sampling for Multiscale Diffusions
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+Escaping from an attractor: Importance sampling and rest points. I.
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+Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling
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+Controlled Markov processes and viscosity solutions
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+A comparison of homogenization and large deviations, with applications to wavefront propagation
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+Simultaneous Effects of Homogenization and Vanishing Viscosity in Fully Nonlinear Elliptic Equations
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+Fluctuations in Markov Processes
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+Stochastic homogenization of Hamilton-Jacobi-Bellman equations
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+Comparative analysis of multiscale Gaussian random field simulation algorithms
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+Homogenization of “Viscous” Hamilton–Jacobi Equations in Stationary Ergodic Media
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+Mersenne twister
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+Homogenization of a bond diffusion in a locally ergodic random environment.
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+Diffusion processes with generators of generalized divergence form
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+Diffusion in a locally stationary random environment
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+An Averaging Principle for Fast Degrees of Freedom Exhibiting Long-Term Correlations
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+Large deviations and importance sampling for systems of slow-fast motion
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+Nonasymptotic performance analysis of importance sampling schemes for small noise diffusions
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+Quenched large deviations for multiscale diffusion processes in random environments
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+A mathematical framework for stochastic climate models
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+Rare Event Simulation of Small Noise Diffusions
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