Global sensitivity analysis for models described by stochastic differential equations (Q2195959): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 07:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Global sensitivity analysis for models described by stochastic differential equations |
scientific article |
Statements
Global sensitivity analysis for models described by stochastic differential equations (English)
0 references
28 August 2020
0 references
stochastic differential equations
0 references
Sobol' indices
0 references
Feynman-Kac representation
0 references
polynomial chaos expansion
0 references
stochastic Galerkin projection
0 references
