Global sensitivity analysis for models described by stochastic differential equations (Q2195959)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Global sensitivity analysis for models described by stochastic differential equations |
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Global sensitivity analysis for models described by stochastic differential equations (English)
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28 August 2020
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stochastic differential equations
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Sobol' indices
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Feynman-Kac representation
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polynomial chaos expansion
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stochastic Galerkin projection
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