Rare Event Simulation for Multiscale Diffusions in Random Environments (Q3459656)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rare Event Simulation for Multiscale Diffusions in Random Environments |
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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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