Nonasymptotic performance analysis of importance sampling schemes for small noise diffusions (Q3449933): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonasymptotic performance analysis of importance sampling schemes for small noise diffusions |
scientific article |
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Nonasymptotic performance analysis of importance sampling schemes for small noise diffusions (English)
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30 October 2015
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small noise diffusions
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stochastic differential equations
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importance sampling
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large deviations
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asymptotic expansions
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Monte Carlo method
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