Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics (Q1686588): Difference between revisions
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Revision as of 05:19, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics |
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Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics (English)
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15 December 2017
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importance sampling
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variance reduction
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Girsanov transformation
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time variant reliability
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