A Koopman framework for rare event simulation in stochastic differential equations (Q2133784)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Koopman framework for rare event simulation in stochastic differential equations |
scientific article |
Statements
A Koopman framework for rare event simulation in stochastic differential equations (English)
0 references
5 May 2022
0 references
rare event simulation
0 references
importance sampling for SDEs
0 references
Doob transform
0 references
stochastic Koopman operator
0 references
dynamic mode decomposition
0 references
data-driven methods for dynamical systems
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
