Rare event simulation for multiscale diffusions in random environments (Q3459656)
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scientific article; zbMATH DE number 6528119
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Rare event simulation for multiscale diffusions in random environments |
scientific article; zbMATH DE number 6528119 |
Statements
Rare Event Simulation for Multiscale Diffusions in Random Environments (English)
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11 January 2016
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multiscale diffusions
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random environments
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rare event simulation
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importance sampling
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Monte Carlo method
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large deviations
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quenched homogenization
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0.8490111827850342
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0.846226155757904
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0.8032687902450562
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0.7913055419921875
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0.7865491509437561
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