Some Numerical Methods for Rare Events Simulation and Analysis

DOI10.1007/978-3-642-32157-3_4OpenAlexW32582164MaRDI QIDQ4567931

Gilles Wainrib

Publication date: 20 June 2018

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-32157-3_4

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) General biology and biomathematics (92B05)

Related Items (1)

Relative entropy minimizing noisy non-linear neural network to approximate stochastic processes

Cites Work

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