Importance Sampling for Slow-Fast Diffusions Based on Moderate Deviations (Q5222124): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 17:59, 8 February 2024
scientific article; zbMATH DE number 7184055
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Importance Sampling for Slow-Fast Diffusions Based on Moderate Deviations |
scientific article; zbMATH DE number 7184055 |
Statements
Importance Sampling for Slow-Fast Diffusions Based on Moderate Deviations (English)
0 references
31 March 2020
0 references
importance sampling
0 references
multiscale processes
0 references
moderate deviations
0 references
rare events
0 references
