Symmetrized importance samplers for stochastic differential equations
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Publication:1789237
DOI10.2140/camcos.2018.13.215zbMath1401.65010arXiv1707.02695OpenAlexW2734908640WikidataQ129643707 ScholiaQ129643707MaRDI QIDQ1789237
Kevin K. Lin, Matthias Morzfeld, Andrew J. Leach
Publication date: 10 October 2018
Published in: Communications in Applied Mathematics and Computational Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.02695
importance samplingsymmetrizationstochastic differential equationsdata assimilationsmall noise theory
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