Computation of sensitivities for the invariant measure of a parameter dependent diffusion (Q1617256): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1509.01348 / rank | |||
Normal rank | |||
Revision as of 19:54, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of sensitivities for the invariant measure of a parameter dependent diffusion |
scientific article |
Statements
Computation of sensitivities for the invariant measure of a parameter dependent diffusion (English)
0 references
7 November 2018
0 references
stochastic differential equations
0 references
invariant measure
0 references
variance reduction
0 references
Feynman-Kac formulae
0 references
