Computation of sensitivities for the invariant measure of a parameter dependent diffusion (Q1617256)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Computation of sensitivities for the invariant measure of a parameter dependent diffusion |
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
