Convergence of the likelihood ratio method for linear response of non-equilibrium stationary states (Q4958848)
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scientific article; zbMATH DE number 7395682
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| English | Convergence of the likelihood ratio method for linear response of non-equilibrium stationary states |
scientific article; zbMATH DE number 7395682 |
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Convergence of the likelihood ratio method for linear response of non-equilibrium stationary states (English)
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15 September 2021
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non-equilibrium steady states
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linear response
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stochastic differential equations
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likelihood ratio method
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variance reduction
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