Large deviations and importance sampling for systems of slow-fast motion (Q1946537)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Large deviations and importance sampling for systems of slow-fast motion
scientific article

    Statements

    Large deviations and importance sampling for systems of slow-fast motion (English)
    0 references
    15 April 2013
    0 references
    importance sampling
    0 references
    Monte Carlo
    0 references
    large deviations
    0 references
    homogenization
    0 references
    multiscale
    0 references
    slow-fast motion
    0 references
    stochastic differential equations
    0 references
    cell problem
    0 references
    Hamilton-Jacobi-Bellman
    0 references
    asymptotic optimality
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references