Importance Sampling for Slow-Fast Diffusions Based on Moderate Deviations (Q5222124): Difference between revisions

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+Konstantinos V. Spiliopoulos
@@ Property / author: Konstantinos V. Spiliopoulos / rank @@
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+MaRDI publication profile
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+.10229
@@ Property / arXiv ID: 1805.10229 / rank @@
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@@ Property / cites work @@
+Stochastic simulation: Algorithms and analysis
@@ Property / cites work: Stochastic simulation: Algorithms and analysis / rank @@
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+Q3051151
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+Q4388221
@@ Property / cites work: Q4388221 / rank @@
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+Moderate deviations-based importance sampling for stochastic recursive equations
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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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+THE AVERAGING PRINCIPLE AND THEOREMS ON LARGE DEVIATIONS
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+Moderate deviations for systems of slow-fast diffusions
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