Large deviations and importance sampling for systems of slow-fast motion (Q1946537): Difference between revisions
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Revision as of 23:49, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations and importance sampling for systems of slow-fast motion |
scientific article |
Statements
Large deviations and importance sampling for systems of slow-fast motion (English)
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15 April 2013
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importance sampling
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Monte Carlo
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large deviations
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homogenization
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multiscale
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slow-fast motion
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stochastic differential equations
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cell problem
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Hamilton-Jacobi-Bellman
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asymptotic optimality
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