Computational framework for extreme responses of dynamical systems

DOI10.1515/MCMA-2026-3012MaRDI QIDQ7326346zbMATH OpenFDO

Authors Mircea Grigoriu

Publication date 9 September 2026

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1515/MCMA-2026-3012

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) General second-order stochastic processes (60G12) Sample path properties (60G17) Extreme value theory; extremal stochastic processes (60G70) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to physics (62P35)

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