Nonasymptotic performance analysis of importance sampling schemes for small noise diffusions (Q3449933)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonasymptotic performance analysis of importance sampling schemes for small noise diffusions |
scientific article |
Statements
Nonasymptotic performance analysis of importance sampling schemes for small noise diffusions (English)
0 references
30 October 2015
0 references
small noise diffusions
0 references
stochastic differential equations
0 references
importance sampling
0 references
large deviations
0 references
asymptotic expansions
0 references
Monte Carlo method
0 references
