Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics (Q1686588): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:37, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics |
scientific article |
Statements
Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics (English)
0 references
15 December 2017
0 references
importance sampling
0 references
variance reduction
0 references
Girsanov transformation
0 references
time variant reliability
0 references
