Sensitivity analysis of stochastic dynamical systems
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Publication:4027836
DOI10.1080/00207729208949448zbMath0772.93076OpenAlexW2066131838MaRDI QIDQ4027836
Publication date: 1 April 1993
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207729208949448
algorithmKolmogorov's forward equationlikelihood ratio methodcontinuous stochastic dynamical systems
Cites Work
- Sensitivity analysis of partial differential equations with application to reaction and diffusion processes
- Performance evaluation and perturbation analysis of discrete event dynamic systems
- Sensitivity analysis of time-delay systems
- Sensitivity analysis of distributed parameter systems
- Sensitivity Analysis for Simulations via Likelihood Ratios
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