Convergence of the likelihood ratio method for linear response of non-equilibrium stationary states

DOI10.1051/m2an/2020050OpenAlexW3046453541MaRDI QIDQ4958848

Petr Plecháč, Gabriel Stoltz, Ting Wang

Publication date: 15 September 2021

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.02479

zbMATH Keywords

stochastic differential equationsvariance reductionlinear responsenon-equilibrium steady stateslikelihood ratio method

Mathematics Subject Classification ID

Related Items (1)

Extending the Regime of Linear Response with Synthetic Forcings

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