Importance Sampling for Slow-Fast Diffusions Based on Moderate Deviations (Q5222124)
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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 |
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Importance Sampling for Slow-Fast Diffusions Based on Moderate Deviations (English)
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31 March 2020
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importance sampling
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multiscale processes
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moderate deviations
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rare events
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